Yes, there is a difference:
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Difference Between Rye and WhiskeyWhiskey and rye whiskey differ in the following aspects:
1. Whiskey is the more general, or generic term for the drink, whereas rye whiskey is just one of the variations of whiskey. Because whiskey is a broad term that can include many kinds of whiskies, like Japanese and Irish whiskies to name a few, rye whiskey on the contrary, is a term that sums up two major whiskey rye products, namely the American and Canadian rye whiskies.
2. Whiskies use many types of grain, such as corn and malt, among others, while rye whiskies specifically use the rye grain.