Azure Service Health: Delivers personalized alerts and guidance specifically when Azure service issues impact your resources. It lacks the capability to provide detailed insights into application performance or resource utilization, making it less suitable for comprehensive monitoring needs.

Azure Monitor: Equips you with extensive monitoring capabilities, including real-time insights into application performance and resource utilization. It enables the setup of alerts and automated responses to potential issues. Moreover, Azure Monitor facilitates cost management and compliance through its advanced analytics and reporting features, making it a holistic solution for your requirements.

Azure Advisor: Generates recommendations to optimize your Azure resources across several dimensions such as high availability, security, performance, and cost. While beneficial for optimization, it does not offer real-time monitoring or in-depth analysis of application behavior, limiting its effectiveness for immediate issue resolution.

Application Insights: As a component of Azure Monitor, it specializes in offering deep insights into application performance and user behavior. Designed primarily for developers, it does not encompass all aspects of resource utilization and monitoring provided by Azure Monitor, thus not fully meeting the comprehensive monitoring needs.