This short articles show you all the features that is meant for SharePoint On-Premise.

When you reach this page https://technet.microsoft.com/en-us/library/jj819267.aspx then you will find the article comparing SharePoint Online Edition and SharePoint On-Premise Edition separately. Somehow the features it compares are the same.

I extracted out what is in On-Premise but not in SharePoint Online as the table below.

Development Features	SharePoint Online	SharePoint On-Premise
BCS: Profile Pages	No	Yes
BCS: Rich Client Integration	No	Yes
Custom Site Definitions	No	Yes
Custom Site Provisioning	No	Yes
Full-Trust Solutions	No	Yes
IT Pro Features	SharePoint Online	SharePoint On-Premise
Alternate Access Mapping (AAM)	No	Yes
Claims-Based Authentication Support	No	Yes
Configuration Wizards	No	Yes
Distributed Cache	No	Yes
Host Header Site Collections	No	Yes
Improved Self-Service Site Creation	No	Yes
Managed Accounts	No	Yes
Quota Templates	No	Yes
Read-Only Database Support	No	Yes
Remote BLOB Storage	No	Yes
Request Management	No	Yes
Request throttling	No	Yes
Resource throttling	No	Yes
SharePoint Health Analyzer	No	Yes
State Service	No	Yes
Streamlined Central Administration	No	Yes
System Status Notifications	No	Yes
Unattached Content Database Recovery	No	Yes
Usage Reporting and Logging	No	Yes
Content features	SharePoint Online	SharePoint On-Premise
Email enabled lists and libraries	No	Yes
IRM using Azure Rights Management	No	Yes
IRM using Windows Server AD RMS	No	Yes
Office Online (edit)	No	Yes
Office Web Apps Server integration	No	Yes
PowerPoint Automation Services	No	Yes
Surveys	No	Yes
WCM: Multiple Domains	No	Yes
Word Automation Services	No	Yes
Insights features	SharePoint Online	SharePoint On-Premise
PerformancePoint Services	No	Yes
PerformancePoint Services (PPS) Dashboard Migration	No	Yes
Scorecards & Dashboards	No	Yes
SQL Server Reporting Services (SSRS) Integrated Mode	No	Yes
Search features	SharePoint Online	SharePoint On-Premise
Advanced Content Processing	No	Yes
Custom entity extraction	No	Yes
Extensible content processing	No	Yes
On-premises search index	No	Yes
Search connector framework	No	Yes
Sites features	SharePoint Online	SharePoint On-Premise
Custom Managed Paths	No	Yes

In additional, one of the critical features for development is not existed in SharePoint Online. That is the Web Designer Galleries.

SharePoint On-Premise Site Settings looks like the one below.

SharePoint Online is the one below and this Web Designer Galleries does not exist.

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