One can compare the size of the Sun, Moon and Earth in more than one way, but comparing Mass and volume are probably the most informative.
Below this answer are the numbers for the mass and volume of each as well as the ratios to see how they compare, but it is probably worthwhile to put a few of these quantities into words first.
The Moon's mass is just over 1% of the mass of the whole Earth.
The Moon's volume is almost 2% of the volume of the Earth since it is a little less dense than the Earth.
The Sun is a lot less dense (on average) than the Earth, about 140% the density of water and half as dense as the Moon.
Even so, the Sun has 27 million times the mass of the Moon and 333,000 times the mass of the Earth.
One hears people say that you could fit a million Earths into the Sun and by that they mean that the volume of the Sun is more than a million times greater than the Earth (1.3 million).
Since the volume of the Earth is 49 times the volume of the moon, that means you could fit 64 million Moons inside the Sun!
Below are the actual numbers.
Mass:
Mass Values: (10^24 kg = one trillion trillion kilograms)
Moon Mass: 0.0735 x 10^24 kg