Both acted in many movies in the late 80s and 90s...diff was anita released albums and held concerts as well...the other very accomplished one was chow yuen fatt
From Wiki
Cheung married French director Olivier Assayas in 1998; they divorced in 2001.[17] She began a relationship with German architect Ole Scheeren in 2007,[18] but the relationship ended in 2011.[19]
Cheung has been rumoured to have been romantically involved with In the Mood for Love co-star Tony Leung, who is married to fellow actor Carina Lau. Lau quashed rumours of a feud by uploading a photo of her running into Cheung at an airport in 2013.
Wiki is not so accurate about the chinese showbiz! Anyway, such a waste that Tony Leung and Maggie Cheung have no kids!