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JPEG is identical to JPG — both refer to the same image format created by the Joint Photographic Experts Group. The only difference is the file extension: .jpg vs .jpeg (historically Windows used 3-letter extensions).
ShareX treats JPG and JPEG as the same format internally. When you select JPG as your output format, your screenshots will be saved with the .jpg extension by default.
Both .jpg and .jpeg files are identical:
See the JPG page for detailed information about format settings, quality options, and best practices.
If you need the original docs, release files or project source code, go directly to the official ShareX resources.