In NOTHING COMPARES, Kathryn Ferguson’s incisive and poignant documentary about the life and career of Sinéad O’Connor, we see the image that was chosen in 1987 for the cover of O’Connor’s first album, “The Lion and the Cobra,” made when she was 20 years old and pregnant: an extraordinary photograph of Sinéad in mid-scream. O’Connor has made seven albums since then and toured extensively, but in terms of the fame by which the pop stratosphere defines itself, Sinéad O’Connor was a fire that went out too fast. NOTHING COMPARES makes you see it’s still burning.