The Retrospective is one of five events in Scrum. It’s purpose is to inspect the whole Scrum Team from the perspective of people, process and tools, and then adapt the way the whole team works (including the Product Owner).
The Sprint Review is one of five events in Scrum. It’s purpose is to inspect the Increment of work, get feedback, and then adapt the Product Backlog. And while many people refer to the Sprint Review as the “demo” or “showcase”, this is only one aspect of the Sprint Review.