Persona 5 the Animation: The Day Breakers

Both of these shows have protagonists who are vigilantes who do not believe in killing their enemies.  

Both take place in an urban setting that involves a potential group with unwanted attention with supernatural powers. 

The MCs in both shows are OP and never loses. They also show a hidden side of them that shows their true personality.  

Though different but have similar concepts. Yusaku and the Protag of P5 as well as the rest of the Phantom Thieves deal with their life as students but at the same time have hidden identities that deal with supernatural entities by fighting evil. 

-The MCs in both shows are similar as they deal with a double life as a student/vigilante with a mask and knife aided by a talking cat and other companions. -The supernatural setting (Hells Gate and Mementos) take place in Japan -Persona users are similar to Contractors 

Both deal with the concept of 'rebellion' against the current society that involves high school teenagers with supernatural powers. Both main characters have the same design and seiyuu as well. 

Both take place in Japan with a supernatural dark setting that revolves around teenagers to adults. The MC in both shows are identical but differing personalities. 

Both take place in Japan with a supernatural setting. The MCs in both shows go about their daily lives as ordinary high school teenagers but at the same time they wield a supernatural power that wields a mask and an entity that aids them with the aid of helpful allies to fight against supernatural entities that wreak havoc upon modern society and it's citizens. 

Persona 5 has the concept of changing the world just like Death Note but in a good way. The character Goro Akechi resembles Light Yagami. 

All of the games have separate stories that are centered around a different theme with recurring motifs and some same characters appearing, you can enjoy them in any order you want to. If you just want to watch something to prepare for P5, I'd suggest the P3 movies, they are pretty good and decent for introducing one to the series. Obviously playing the games would be ideal, as the anime can't incorporate everything in a game as big as Persona.