All of the ones you listed are SQL dataases in that they use Structured Query Language or SQL to interact with the database.
The Fisrt difference is vendor
SQL-Server - Microsoft
Oracle - Oracle
MySQL - Open Source
The second most notiable difference is Cost
SQL-Server $$
Oracle $$$$$$$$$
MySQL FREE
The third is flavor of SQL language
SQL-Server T-SQL
Oracle PL-SQL
MySQL not sure never looked at it.
there are many technical differences between the 3 you mentioned that are the source of many debates between various developers.
How do you know which to use?
Well one popular facto and not always best the best gauge is Cost
Another consideration that is not the best but often used is vendors. Some places will dump hundreds of thousands into oracle simply because they don't like Microsoft.
Cost is another common gauge.
Good gauges to use in my opinion are:
Current and future needs. If your DB is never going to hit an extremely large size then investing into a high end system may be pointless.
Availability of local talent.
Which along with other factors roll into Cost of ownership. SQL may be cheaper in price but if you have to hire from non local talent and pay rellocation it may end up costing more.
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