AzCopy is designed for high-performance copying of data to and from Azure Storage accounts, which makes it the suitable choice for bulk data transfer operations, specifically for large-scale migration tasks. It operates from the command line, providing precise control over data transfer and can transfer data to Azure Blob Storage efficiently, using parallelization and optimized data transfer techniques. Azure Storage Explorer is a GUI-based utility more suited for ad-hoc transfers and exploration, while Azure File Sync synchronizes file shares with Azure Files, which is not suitable for one-time bulk data migrations to Blob Storage.