JPEG and JPG are exactly the same image formats. There is absolutely no difference between a .jpg photo and a .jpeg photo — both apply the identical JPEG compression standard and store pictures in the exact same format.
The sole distinction is entirely in the file extension, which is a relic from the early days of computing. The JPEG format was developed in 1992 by the Joint Photographic Experts Group. The Windows operating system released early versions of Windows, the operating system enforced a restriction: file extensions had to be 3 characters.
This forced the 4-character .jpeg extension to be shortened to .jpg for Windows computers. Apple and Unix platforms, which never had the three-character restriction, continued using the complete .jpeg file extension from the start.
While both file types work identically in nearly all modern software, certain cases when a system requires the .jpeg extension. When this happens, changing the extension from .jpg to .jpeg is enough.
No actual file conversion is required — just renaming the file extension resolves the issue almost always.
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