Urban transportation plays a pivotal role in sustainable city planning, with multiple transportation modes coexisting to achieve sustainable goals. Despite the extensive use of various mobility datasets to analyze mobility behaviors, comparative studies focusing on multiple transportation modes for origin-destination (OD) trips remain scarce. This study, conducted in Shenzhen, presents three in-depth comparative analyses: (1) variations in the utilization of metros, buses, taxis, and shared bikes; (2) the clustering patterns of OD flows across different modes; and (3) the influence of the built environment at origins and destinations on OD flows. The findings reveal that the use of public transportation and taxis mirrors the city's polycentric layout, with each transportation mode fulfilling distinct roles in linking disparate urban areas. The nonlinear effect of the built environment on OD flows exhibits mode-specific variations, particularly in relation to thresholds. Additionally, network topology characteristics are identified as significant factors in explaining OD flows for all modes. Despite observed differences in weekday and weekend OD flow clustering, the built environment consistently correlates with daily OD flows. These findings provide valuable insights to inform mode-specific strategies that enhance sustainable urban development.