Hi Stephanie. In case you don't already have it, here is a link to the military list for those born in 1865 in Torino and surroudings. Hope it works.
https://familysearch.org/pal:/MM9.3.1/TH-1961-28508-7093-38?cc=2052403&wc=MXM9-Q38:351084601In image 174 there is a Concordio first name and no parents
In image 179 there is a Comorio Stefano with parents
Do you know if he was in an orphanage because his parents died or was he illegitimate and not claimed by either parent?
Do you know what port he arrived at in 1892.
Let me know if you need any explanations regarding the list.
Mary50