Hello Anshal :)
Yes, you can build a data warehouse using BOTH.
Both platforms offer capabilities for handling large volumes of data. But you should keep in mind that the top cases they deal with are different and the specifics of scalability/performance are not the same either.
Azure SQL Database
Azure SQL Database is a fully managed relational database service that offers built-in intelligence and scalability : designed for a wide range of applications, from small to large scale, providing dynamic scalability with minimal downtime.
Pros:
- You can scale the resources up or down based on your workload
- Offers automatic performance tuning and threat detection
- Built-in high availability and automatic backups
Cons:
- For extremely large datasets or complex queries, you might encounter performance limitations compared to a solution specifically optimized for data warehousing
- Optimized for OLTP workloads, which might not be ideal for complex analytical queries typical of data warehousing
Azure Synapse Analytics
Azure Synapse Analytics is a unified analytics service that combines the big data and data warehousing capabilities in a single framework. It allows working with data at scale incorporating both on-demand and provisioned methods of working.
Pros:
- It can handle petabytes of data, making it well-suited for big data scenarios
- Allows you to query data as it lands in your data lake, without the need to move or transform data
- Integrates with other Azure services like Power BI for visualization and Azure Machine Learning for advanced analytics
- Optimized for OLAP, ideal for complex queries and aggregations needed in data warehousing
Cons:
- Can be more expensive than Azure SQL Database, especially for on-demand query processing and large-scale storage
- Might be overkill for smaller datasets or simpler analytical requirements.
How to decide ?
- For typical data warehousing scenarios involving complex queries over large datasets, Azure Synapse Analytics is generally the better choice due to its massive scale and OLAP optimizations.
- If your workload is more transactional with smaller datasets, or if you're looking for a more cost-effective solution for less complex queries, Azure SQL Database might suffice.
Examples of use case:
- Use Azure SQL Database if you're dealing with transactional workloads or smaller datasets where real-time operational analytics are needed.
- Opt for Azure Synapse Analytics for large-scale data warehousing projects where you need to perform complex analytics across big data and relational data sources.
You can read more : https://www.cdata.com/blog/azure-synapse-vs-azure-sql
https://hevodata.com/learn/azure-synapse-vs-azure-sql-db/
https://www.schgroup.com/resource/blog-post/microsoft-azure-data-platform-comparison/