Deepest lows = Nazgul > Distortion > Black Winter
Fullest/Broadest mids = Nazgul > Distortion > Black Winter
Least ultra-high end = Nazgul > Distortion/Black Winter
The Distortion has a big bottom, lots of low-mid punch and sometimes spikey highs.
The Black Winter is a refined Distortion in many ways...tighter bottom, flatter (more balanced) in the midrange, with a little more brightness in some guitars than the Distortion, although the high notes don't tend to be as sharp on the ears
The Nazgul has a big, heavy-hitting bottom, strong midrange and warmer sounding highs than the other two. It's the most different of the 3