They are used in same context, but they are different.
The difference is: Natural Join automatically matches the columns(could be zero, one or more) of the two tables and returns the unique columns of the two tables.
e.g. SELECT * FROM TableA NATURAL JOIN TableB
Similarity is: they are used in same context and hence no differnce:
SELECT * FROM TableA INNER JOIN TableB ON TableA.Column1 = TableB.Column1
SELECT * FROM TableA NATURAL JOIN TableB ON TableA.Column1 = TableB.Column1
In general, avoid Natural join as you don't know which columns will be combined.
There are Left Natural & Right Natural joins also.