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A sea anchor is deployed off the bow and a drogue is deployed off the stern. The sea anchor keeps the bow up to weather, a drogue is usually smaller, and allows you to move downwind while acting as a brake. Each has wide variations in the sizes used, and this affects their specific role in sea survival.
Anchoring safely - an experienced cruiser's techniques. A dragging anchor on a lee shore is every sailor's nightmare. Michael Seamus Kildea explains how to anchor securely. When it comes to anchoring there are about as many opinions as there are yachties. Everybody swears by a certain type of anchor or system of deploying it. By the time the new yachtie has broached the subject with half a dozen different people and received half a dozen different opinions, he is probably very confused.