What's the difference between steroids and HGH?

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I know both Human Growth Hormones and steroids are both illegal. I also heard that they have a way to detect steroids use but not HGH. I know people in the gym who use some form of these. I don't know which one. What's the difference between steroids and HGH? Does one have more side effects than the other? Does it really enhance your muscles or strength?