ΔE 18.4, loose: different enough that you should pick on purpose. Azure is a little darker, much more saturated, warmer than Violet Grey.
Not as a straight swap; see the closer alternatives below. Loose match (ΔE 18). Azure is a little darker, much more saturated, warmer than Violet Grey.
The same difference applies the other way round: Violet Grey is a little lighter, much more muted, cooler.
ΔE is the colour difference between our two swatch estimates: under about 6 is close, over about 15 is loose. Real paints also differ in finish, coverage and how they thin, so test before you commit.
See Violet Grey on the colour wheel See Azure on the colour wheel
All matches: Violet Grey equivalents · Azure equivalents