Protein: Here is the difference between the 4 main kinds:

Soy Protein comes from the soybean plant and is well liked because it 
is thought to reduce the risk of heart disease. Its primary 
weaknesses are that it does not taste very good and that, for 
rebuilding muscle, milk and whey proteins are better.

Egg Protein has many of the amino acids that your body needs and, 
assuming that the protein supplement powder has been made from egg 
whites (usually the case), is also low in cholesterol.

Milk Protein is mostly made up of casein (80%). It is a great protein 
for building muscle and will keep you full longer because it stays in 
your stomach longer. The other 20% of milk protein is whey protein.

Whey Protein is a very high-quality protein. And it is digested 
quickly, so it is absorbed quickly and won't keep you full. It is 
great for weightlifters because it is high in branched chain amino 
acids, also called BCAAs.