What has been pointed out by the two prior correspondents, that this question is too vast to be tidily answered, and that the answers are entirely based on what one is trying to accomplish and under what specific circumstances, are both absolutely true.
I tutor JAWS but have never owned it (other than to have a copy in 40-minute mode) because of its expense. I used (and still use) NVDA often when I'm even trying to figure out something for one of my JAWS clients, as the overlap is extensive and once you know where the differences lie "translation" between the command set for the two is not all that difficult.
With the introduction of Narrator, and the amount of work Microsoft has been putting into it (and is continuing to do so) there is definitely a "new kid on the block" for Windows 10 (and I think Windows 8.1) users as well.
Invariably there are situations where one screen reader "plays better" with a given application, website, etc., than another does. You may only be able to be fully proficient with one, but it's not that difficult to get basically proficient with others, and it's distinctly to your advantage to do so.
Brian - Windows 10 Pro, 64-Bit, Version 1809, Build 17763
Here is a test to find out whether your mission in life is complete. If you’re alive, it isn’t.
~ Lauren Bacall