Both are good for you in different ways. Yoga tends to be known more for improving flexibility while Pilates tends to be known more for improving strength. There is huge overlap and also different styles. With any exercise program, the key is to start gently and progress slowly. People think Yoga and Pilates are less vigorous than cardio and weight lifting and think they can complete a full hour their first time at it. As a Physical Therapist I have seen many people injured at these activities. I would start slow and don't overstress your body. The first time I tried yoga I did 20 minutes and was sore for days.
I used to take a yoga class every week, which I enjoyed very much, which surprised me, because I am not a fan of exercise. I can't say it made my body feel much better, but it helped to still my mind and I always felt relaxed afterwards.
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