Question SSD SATA vs SSD M.2 NVME vs Memory Card (also a "SSD")

[DanielThommen]

Stupid Question, but why would you prefer one over the other?

Even a 512GB Memory Card is technically a SSD and could be mounted very easy with a card reader into a USB connector. Have WIN and all on it and start it from there (would that even work if USB is the booting device in BIOS)?

So what is better with a "real" SSD SATA (where you need an available SATA connector or a SATA-card (PCIe) where you could plug it in
...vs...
a SSD M.2 NVME (where you also need an adapter to connect it via PCIe)
...vs...
a SD card, connected via USB?

I guess whatever is connected to PCIe is faster than USB.

So is the fastest to get a PCIe-x4 adapter card for M.2 NVME and a SSD card that goes in there? But is the speed not also bottlenecked based on the PCIe (1.0, 2.0, 3.0 or 4.0)?
Or is a PCIe-x2 SATA card where you connect a SSD with a cable to it faster?
Or is a "SSD" SD Card connected via USB even faster?