AEM Connected DAM/Connected Assets: This is to bring the assets from one AEM instance (for instance AEM instance A) to another AEM instance (AEM Instance B). So you'll see all the assets including videos from instance AEM Instance A in AEM Instance B and you can use the AEM Instance A assets on AEM Instance B pages.
https://docs.adobe.com/content/help/en/experience-manager-65/assets/using/use-assets-across-connecte...
Adobe Assets with Adobe Stock: Generally, organizations buy images from Adobe stock to use on their pages. So, this integration seamlessly allows to creative/authoring teams to buy the assets in Adobe Stock and based on the integration configuration, they get automatically downloaded to AEM DAM/Assets server.
https://docs.adobe.com/content/help/en/experience-manager-learn/assets/creative-workflows/adobe-stoc...
Thanks,
Singaiah