AzCopy is specially designed for high-performance copying of data to and from Azure storage accounts. It is optimized to handle large volumes of data and is the recommended tool for bulk data transfer operations. Azure Storage Explorer, while capable of transferring files, is a graphical user interface tool meant for managing storage accounts and is not optimized for large-scale data transfer like AzCopy. Azure File Sync is focused on synchronizing files between Azure File shares and on-premises Windows Servers, and it is not primarily used for bulk data transfers.