SSD, HDD, NVMe and SSHD are all types of hard disk. Each having their own pricing points and advantages.
SSD is a Solid State Drive modern it has no moving parts and is very quick. SSD’s are 2.5 big making them very compact.
A HDD means Hard Disk Drive we have had these for a long time now and whilst reliability and speed has improved they should stay being used as storage. Most HDD are 3.5.
SSHD refers to a Solid State Hybrid Drive it is a normal HDD but with a small bit such as 8GB of SSD built in to use for cache.
NVMe is new technology it is very quick. utilising the M.2 PCIe connection on the motherboard it beats a sata connected SSD easily.
Which drive to use for what?
SSD and NVMe should be used for laptops, gaming and as an OS drive. They are very quick but do not offer the best value for $ to storage amount rate. HDD and SSHD whilst slower are still very much capable as large storage drives. HDD’s often can come in 2,3 or 4 Terabytes making them very useful for data hoarders.