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There’s overlap but they are different concepts.
Security is about protecting all assets, tangible or not. Privacy is really about protecting personal and/or identifiable information.
Security is a part of privacy.
For example, you may block cookies in your browser. That is a privacy measure, but not really a security measure.
You say that right up until a tracking cookie links some accounts together that otherwise weren’t and some nut job buys your data from a data broker and comes to your house to kill you.