You can use both. Cortana has a lot of features for integration and productivity in the Microsoft Ecosystem. For instance you can use it's bots to automate certain things that you really can't do with other digital assistants. I imagine if you don't scoff at it because it's Microsoft or it alters how you work with Windows then it can be quite powerful. I don't actually use either Cortana or Alexa much outside of putting stuff in my calendar.