For the most part it comes down to the coarseness of the grind, with one additional caveat; grits is typically made from hominy while corn meal and polenta is made from yellow corn.
Corn meal has the finest of the friends, then grits and finally polenta. Additionally polenta can often be bought premade and purchased shaped in big sausage looking logs, it's also traditionally an Italian food whereas the other two are southern.
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Corn meal has the finest of the friends, then grits and finally polenta. Additionally polenta can often be bought premade and purchased shaped in big sausage looking logs, it's also traditionally an Italian food whereas the other two are southern.