From older, poorer to newer; better.
Coax (standard issue screw-on connectors) analog video and audio
Composite (yellow -video, red -right audio, white -left audio) analog
Component (red; blue; green -video, red -right audio, white -left audio) analog
DVI (Digital Video Interface) video only.
HDMI (Hi-Definition Multimedia Interface) digital video; Includes digital audio unless adapted from DVI.
Coax (screw-on connectors) -analog
Coax (usually orange RCA push-on connector) -digital
Some Audio/Videophiles insist analog is superior to digital, as digital is sampled.
This becomes less of a problem as sample rates increase.
-Most people cannot tell the difference.