Sports jackets are made for running, cross country skiing and cycling. Their main party pieces are wind protection and breathability. They are relatively thin and have an athletic fit. Cross country skiing jackets in particular sport windproof front panels and highly breathable, wind permeable rear panels.
Windbreakers for running and cycling pack down to roughly the size of a tennis ball, making them easy to pack along just in case. A windbreaker can make a huge difference in your comfort when you're storming through a rain shower as well.