1. Asteroid: Asteroids are rocky bodies that orbit the Sun, and are generally much smaller than planets or moons.

2. Comet: Comets are icy bodies that orbit the Sun. While they can have a large tail when near the Sun, their nucleus (the solid part) is usually smaller than an asteroid.

3. Moon: Moons are natural satellites that orbit planets. They are generally smaller than their host planet.

4. Planet: Planets are large celestial bodies that orbit stars.

5. Sun: The Sun is a star, and is significantly larger than any planet, moon, asteroid, or comet in our solar system.

So the final order is: Asteroid, Comet, Moon, Planet, Sun.