They’re both Japanese traditional alcoholic beverages but very different in materials, production processes, alcohol contents, ageing and tastes.
Sake is made solely from rice. Shochu can be made from not only rice, but also some other raw materials such as sweet potatoes, barley, buckwheat, corn, rye, brown sugar, or chestnuts, or their combination.
Sake is a brewed alcohol while shochu is distilled liquor, which leads to the difference in alcohol contents.
The alcohol content of sake is usually around 15% because most of the fungus stops activity and the alcohol level does not go any further. Shochu’s alcohol content is normally 20%-25%, and even as high as 42% (if multi-distilled).
You can drink shochu straight, on the rocks, with a certain amount of ice and water, or by adding warm water. You can also experiment drinking it with ginger ale, oolong tea, soda, or whatever you find goes best with shochu based on your personal taste!
Sake is made to be consumed within a year of its release, while shochu can improve with ageing.
You might be curious as to which gives you less of a hangover.
It seems that shochu will get you drunk more easily because of the higher alcohol content, yet it apparently gives you less of a hangover as it is thought to be purer due to being multi-distilled.