stylized scenarios vs factor push


Could someone explain what’s the difference between stylized scenarios and factor push?

In curriculum, stylized scenario is described as “simulating a movement in at least one interest rate, fx rate, stock price or commodity price relevant to the portfolio”.

Factor push is described as “to push the prices and risk factors or an underlying model in the most disadvantageous way and to work out the combined effect on the portfolio’s value”

These two appear to be basically the same thing to me.

If change fx rate and stock price of a one stock portfolio by 10% to see the effect on the portfolio value…am I performing a stylized scenario or factor push?

How can they basically be the same? The first one is simulating at least “one interest rate, fx rate, stock price” movement…

The latter is pushing the price or risk factor to the " most disadvantageous"…

Is firing a missile the same launching a nuke?