You have to consider the working method of the various security applications.
Some will concentrate on The prevention of a virus (or other malware), from actually gaining access to your system, (most traditional AV applications and firewalls ).
Some will not actually stop them from gaining access but will let you know when something is attempting to perform and action that you have not specifically started ( Windows Defender, Comodo defence plus, and the like).
Others are designed to remove an infection after it has actually gained access to your machine (malwarebytes & spybot S&D plus the Malware specific tools, that remove a single infection type).
The AV suite is an attempt from the manufacturers to provide all of these options in one package, (although there is some blurring of the boundaries with most currents products).
I have personally not found any one suite that is strong enough in all areas so I rely on a mix from various sources.
Testing of Malware protection can be extremely difficult as by purposely infecting the system you bypass at least some of the protection which may have prevented it.
The only way to test Anti-Malware protection, In my opinion of course
), is by running the set-up in real world situations for a reasonable amount of time