They bind to different receptors but they are all steroids. TRT has been shown to increase energy and sex drive.

> People with normal testosterone levels are sometimes treated with testosterone at the recommendation of their doctors or they obtain the medication on their own. Some have recommended it as a "remedy" for aging. For example, a study from Harvard Medical School in 2003 found that even among men who started out with normal testosterone results noted loss of fat, increased muscle mass, better mood, and less anxiety when receiving testosterone therapy. Similar observations have been noted among women. However, the risks and side effects of taking testosterone when the body is already making enough still discourages widespread use.

https://www.health.harvard.edu/medications/testosterone--what-it-does-and-doesnt-do