Jehova or Yahweh, is an abstraction of (the Jewish) God's real name. It is forbidden to know, or speak God's true name.
Allah is the word used by Muslims for Yahweh. There are many similarities between the Jewish and Muslim faiths, but both (like Christianity) are split into many factions, all of whom put their own spin on "God's word".
The major sticking point between all three religions is the question of Jesus's divinity. Otherwise, the three are very similar.
By three religions I mean Islam, Judaism and Christianity.
Comparative theology, when studied objectively, is a truly fascinating subject and offers many insights into human culture.