Azure Synapse Analytics is a unified, end-to-end solution for large scale data analytics. It brings together multiple technologies and capabilities, enabling you to combine the data integrity and reliability of a scalable, high-performance SQL Server based relational data warehouse with the flexibility of a data lake and open-source Apache Spark. All Azure Synapse Analytics services can be managed through a single, interactive user interface called Azure Synapse Studio, which includes the ability to create interactive notebooks in which Spark code and markdown content can be combined. Synapse Analytics is a great choice when you want to create a single, unified analytics solution on Azure.
Azure Databricks is an Azure implementation of the popular Databricks platform. Databricks is a comprehensive data analytics solution built on Apache Spark, and offers native SQL capabilities as well as workload-optimized Spark clusters for data analytics and data science. Databricks provides an interactive user interface through which the system can be managed and data can be explored in interactive notebooks. Due to its common use on multiple cloud platforms, you might want to consider using Azure Databricks as your analytical store if you want to use existing expertise with the platform or if you need to operate in a multi-cloud environment or support a cloud-portable solution.
Azure HDInsight is an Azure service that supports multiple open-source data analytics cluster types. Although not as user-friendly as Azure Synapse Analytics and Azure Databricks, it can be a suitable option if your analytics solution relies on multiple open-source frameworks or if you need to migrate an existing on-premises Hadoop-based solution to the cloud.