The two devices are designed to accomplish two completely seperate functions. In fact, a sea anchor deployed over the stern is commonly regarded as a drogue. The USCG uses the terms sea anchor and drogue interchangably.
I would second the notion on reading all the literature available, regardless of source. Much of it, inevitably, is going to be manufacturer sponsored. Why this should be a concern in essentially a life-saving device is beyond me. many of the smaller less capable sea anchors available specify "not for storm use" in their fine print. In such an obvious liability-ridden situation it's amazing that any sea-anchor manufacturer would comment in any fashion on their use.
I'd take exception to the idea that the loading on the sea anchor will be of the shock loading variety. The sea anchor is not going to pin you in one location, as with conventional ground tackle, and while the loads will be high, they will be more steady than imagined as the conditions that warrant deployment will already be sailing the boat excessively even under bare poles.
I'd probably prefer a drogue also if I was in a cat or a tri, given their propensity to pitchpole.
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Wm. F. Buckley, Jr.