Leadership is such an overloaded term. You can be a great leader by setting an example with your work ethic. You can be a great leader by being a "rah-rah" motivator & cheerleader. You can be a great leader by being emotional and inspirational. You can be a great leader by being light & funny in the locker room to keep your team loose. Hell, you can be a great leader by just being the best player on the ice. All of those qualities can bring out the best in your teammates. (note: the best teams tend to have multiple players that, in total, can check all those boxes).
It's really hard to compare and quantify how valuable each player was as a leader, given that 1) they often bring different elements to the table, and 2) we aren't there to see it first-hand. You can only go off of what their teammates & coaches say in hindsight.
What we know is this: Messier, Sakic, and Yzerman all had strong work ethics and led by example on the ice. Messier was emotional, inspirational, and constantly challenged his teammates to rise to the occasion. Yzerman was likely not as vocal as Messier (others in those late 90s Red Wings teams, like Shanny and Chelios, seem to have been more vocal) but was an inspiration on the ice with his work ethic, his skill, and his willingness to sacrifice his body. Sakic was even quieter than Yzerman (and similarly had vocal guys like Lemieux & Roy alongside him) but was unbelievably disciplined and focused, which rubbed off on his teammates. He was a leader through his "classiness", similar to Beliveau.
With Yzerman and Sakic, their "quieter" demeanor was easily misunderstood for "lack of leadership" earlier in their careers when their teams weren't winning. And strangely enough, when their teams started winning, they became pegged as great leaders. I'm going to go out on a limb and say that they weren't bad leaders early on, they were just miscategorized by the media who had an expectation of what a captain should look & sound like (e.g., Messier). "It's fine if you're quiet on a winning team (e.g., Beliveau), but if you're quiet on a losing team, you must be a loser".
Today, we can easily see the leadership qualities of the vocal guys (e.g., Wheeler), and we can appreciate the leadership of the more reserved players that lead by example and have had team success (e.g., Crosby, Bergeron). But it begs the question - who all are the misunderstood great leaders & teammates who are/were categorized as "losers" because they weren't overly vocal, and because they never got to play on great teams?