They are different in every way. The sun is a star that looks like an enormous ball of fire in space, and moon is WAY smaller than the sun. It also isn't hot, also isn't hot, like the sun and it's not a star like the sun. The moon is the earth’s only natural satellite.The Sun is the star at the center of the Solar System.
The only things they have in common are that they're round and you can see them both from earth.