If we already have Change Auditor for AD, Exchange and File Server, do we also need On-Demand Audito to audit Azure and Office 365 ?

What is the difference between Change Auditor and On Demand Audit to audit Azure and Office 365?

If we already have Change Auditor for AD, Exchange and File Server, do we also need to purchase On-Demand Audito to audit Azure and Office 365 ?

Thanks