There is no direct string compare function in SQL Server
CASE
WHEN str1 = str2 THEN 0
WHEN str1 < str2 THEN -1
WHEN str1 > str2 THEN 1
ELSE NULL --one of the strings is NULL so won't compare (added on edit)
END
Notes
you can wraps this via a UDF using CREATE FUNCTION etc
you may need NULL handling (in my code above, any NULL will report 1)