The Polaris RZR series was designed to be a sport UTV and is used for playing. It lacks bad capacity and the ability to tow heavier loads. It has always been more suited for recreation. If you plan to just buy a UTV for recreation only, this is the machine for you.

The Polaris Ranger or Ranger XP was originally built for utility work. Polaris in 2005 produced the Ranger XP with a 700 cc engine to become a multi role machine. The 500 Ranger is a utility machine and the 700 and 800 Rangers were built for utility and to be a recreational machine as well. The Ranger XP is not as nimble or as fast as the Polaris RZRs but don't have much problem doing the recreation role. If you need a machine to work and play, then the Polaris Ranger XP would be the choice.

The Yamaha rhino is kinda hard to explain. It has a smaller bed and hauling capacity than the Rangers do, and and in stock form are not as fast as the Ranger XP or the Polaris RZR. I would have to put in the same category as the Ranger XP. The Yamaha rhino can be improved with better suspension and engine modifications from the aftermarket which will make it a much better sport UTV. But in stock form, it is out of date in its design compared with the offerings that Polaris has. The Yamaha rhino is a reliable machine but needs a major overhaul from the manufacture to keep it up-to-date with what is available now from other manufacturers.

The Kawasaki mule is in the same category as the Ranger 500 because it was strictly designed to be a work UTV. It lacks suspension and power and speed for any sport use. They are very reliable in the work environment. Other UTV's that fall into this category are the John Deere gator, the offerings from Kubota, the Polaris Ranger diesel, and the Honda big red.

The Kawasaki Teryx I would consider somewhere in between the Polaris RZR and the Polaris Ranger XP in trying to be a multi role machine. I do not have a lot of experience with this model, but understand that it is more suited as a sport UTV than a work UTV.

Remember, your question is kind of a loaded question, each product model within a category does some things better than another. For instance, the Ranger 500 has a much better top speed and suspension than the Kawasaki mule. The Polaris Ranger diesel gets much better fuel economy than a Ranger 500 and so on. Anyways, that is my take on the UTV market regarding models and hope it helps....