By default all links posted in the comments under your articles are turned by WordpPress into links.
Unfortunately, this features encourages spammers to post many unwanted comments in your blog.
To disable turning URLs from comments into actual links, go to your admin area and then navigate to Appearance -> Editor.
Select the functions.php file from the right column and add the following line just above the closing php tag ( ?> ):
remove_filter('comment_text', 'make_clickable', 9);
Then, I purged all caches and reloaded one post. Then there are no hyper-link in comments. Theses links are just pure text now, not clickable.