In a way, you're right.

At the same time, maybe you should try good (not necesseraly expensive) headphones, especially an open back. Headphones does not compare to speakers, still.

But if you still want to compare (and if I understood the problem in this comparison) : the Koss KPH40 and Grado SR80x should beat your bluetooth speaker, and your 3 headphones by a mile ;-)