Azure Data Lake is a fully managed on-cloud implementation of Data Lake from Microsoft. Can store Data formats that are not just limited to text, audio, video, but also sensor data, clickstream, server logs and many others. It consists of Azure Data Lake Store (ADLS) and Azure Data Lake Analytics (ADLA). ADLS is a data repository capable of holding an unlimited amount of data in its native, raw format, including structured, semi-structured, and unstructured data. And ADLA lets you define your extract schema on read by running U-SQL queries utilizing the power of customized C# code implemented as .NET libraries to perform advanced data extraction and transformation. By using ADLA, running analytics on your data is neither limited by the functionality provided by any query language nor as tedious as writing everything from scratch. ADLA provides enormous flexibility and extends your analytics without a boundary.
Typical relational Data Warehouses are central repositories of integrated data from one or more disparate sources. They store current and historical data and are used for creating trending reports for senior management reporting such as annual and quarterly comparisons.