Skomi covers more ground, and less of it than it used to. Umami's Business plan now includes session replays and heatmaps, so behaviour capture is no longer the difference it was. What is still only here: analytics for the apps people install, and a feedback widget and public board. Those you would assemble from other tools.
Where your data lives is decided for you, in the EU. With Umami that is your decision, which is an advantage if you want to make it and a task if you do not.
Both are free to start, but not at the same scale. Skomi's Hobby plan covers one site with an allowance and asks for no card; past that you pay. Umami self-hosted is free however far you grow, which is a different and stronger offer if you are willing to run it.