I mean, democracy was conceptualized and began in what is now present day Greece back in Ancient times (when most nations were still ruled by monarchies) and the fact that the original nations who had democratic values are the UK or France (as they were real countries whom existed before the USA even became a country of its own).
Ancient Greek democracy was their way to govern cities, not the country.
Newer times democracies were not conceptualized, but developed during their existence - maybe the exception was Germany after WWII.
A good listing of the specific differences may be this one linked from wikipedia: https://en.wikipedia.org/wiki/The_Economist_Democracy_Index