Star Wars has a relatively even split between Sith who began as Jedi and Sith who did not, at least in terms of Star Wars movies and TV shows, but those who began as Jedi have a clear advantage that makes them all the more dangerous. Some of Star Wars' most powerful Sith were first trained in the Jedi Order. Although Anakin Skywalker/Darth Vader is likely the most prominent name that comes to mind, he was far from the only—or the first—to turn away from the Jedi and embrace the dark side.
This is not every Sith Lord's path, though. There are also a number of Sith in Star Wars who only ever knew the dark side of the Force. Being trained in the dark side from the very beginning and falling to the dark side after being trained by the Jedi both have their advantages in terms of overall power, yet the Sith who were first trained as Jedi have a greater threat level based on their unique background and training.
Darth Plagueis, Darth Sidious, And Darth Maul Were Never Jedi
Among the Sith who did not begin as Jedi are some of the most fearsome names in the galaxy. In fact, the Sith lineage of Darth Plagueis, Darth Sidious, and Darth Maul exclusively comprises Sith who were only trained in the dark side of the Force. Of these three, the least is known about Darth Plagueis in terms of his canon Star Wars story.
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Plagueis had an extensive history in Star Wars prior to the restructuring of the franchise following Disney's acquisition, which saw nearly all of his story relegated to Legends. Star Wars did maintain that Plagueis was canonically Palpatine/Sidious' Sith master, though, and Plagueis finally made his first on-screen appearance in The Acolyte. Although little is known about the character even now, it is clear that he was incredibly powerful. Even his brief cameo in The Acolyte finale was bone-chilling, and in Star Wars: Episode III - Revenge of the Sith, Palpatine confirmed that Plagueis could create life and prevent death.
Palpatine confirmed that Plagueis could create life and prevent death.
Even with his more limited story in Star Wars canon, it's evident that Plagueis wielded immense power and (however mockingly Palpatine might have intended the description, given he killed his master) was truly wise. It seems he also passed much of this power and knowledge down to his apprentice, Sidious. Darth Sidious is easily one of the most powerful, dangerous Sith in Star Wars. While Palpatine/Sidious certainly has plenty of raw power, he rarely needed to exert himself in Star Wars movies and shows; his real strength was in manipulation.
Palpatine effectively manipulated his way to the top of the Galactic Republic, which enabled him to turn the Republic into a Galactic Empire entirely under his control. This was quite different to his first Sith apprentice in the prequel trilogy, Darth Maul, who had a raw, untamed anger about him but very little discipline. It is perhaps for this reason that Maul was so quickly sidelined, even after Palpatine had discovered he didn't truly die in Star Wars: Episode I - The Phantom Menace.
Darth Maul's true death eventually came in Star Wars Rebels, when he tried to kill Obi-Wan Kenobi with the same death blow he had used on Qui-Gon Jinn decades earlier. Obi-Wan was able to defeat him because Obi-Wan had grown, whereas Maul had stagnated.
Darth Vader, Count Dooku, And Qimir Were All Raised In The Jedi Temple
As mentioned, likely the most well-known fallen Jedi who became a Sith is Anakin Skywalker/Darth Vader. Anakin was not only one of Star Wars' most powerful Jedi but also the Chosen One, prophesied to bring balance to the Force (and, based on the Jedi's interpretation, to destroy the Sith). It goes without saying that Anakin was one of the most powerful characters in Star Wars, both when he was on the dark side and when he was on the light.
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Like Anakin, Palpatine's second Sith apprentice in the prequel trilogy, Count Dooku/Darth Tyranus, began as a Jedi. Dooku had actually made it much further than Anakin had in the Jedi Order, and he had grown to have the respect of some of the Order's most prominent Jedi. This became evident when Mace Windu refused to believe Dooku could be behind the assassination attempt on Padmé—although he indeed was. Dooku was known for being boastful, and while he certainly was, he was also intelligent and quite skilled with a lightsaber.
The Acolyte introduced yet another Jedi turned Sith, Qimir, who was an entirely original character to the show. Although Qimir's backstory was cut somewhat short by The Acolyte's cancelation, the show did reveal that Qimir had previously been Jedi Master Vernestra Rwoh's apprentice. It was also abundantly clear that Qimir was remarkably powerful, given how easily he cut down multiple Jedi in The Acolyte episode 5 alone.
The Jedi Offer Something The Sith Never Could
While Darth Vader, Count Dooku, and Qimir are excellent examples of how powerful Sith who were formerly trained as Jedi can be, Plagueis, Palpatine, and Maul all reveal that some of the most dangerous Sith in the galaxy were never Jedi at all. However, the Sith who began as Jedi have the benefits of Jedi training on their side, making them an even greater threat. This can be seen even in the demise of Plagueis, Palpatine, and Maul, who all fell due to hubris.
The Jedi teach younglings and Padawans how to control their emotions, exhibit self-restraint, and approach issues impartially.
The Jedi teach younglings and Padawans how to control their emotions, exhibit self-restraint, and approach issues impartially. The Sith, by contrast, are almost entirely reactive and driven by anger and hate. While giving into one's anger can lead to raw power, the discipline learned from the Jedi can give a Sith the ability to hone their rage and be even more strategic.
Arguably, had Anakin not been so gravely wounded in his battle with Obi-Wan on Mustafar in Revenge of the Sith, he may very well have become the perfect example of this. Anakin/Vader had the potential to become the single most powerful being in the galaxy, and it would have been a combination of his inherent power in the Force, his training as a Jedi, and his freedom to now use his anger and hate that would have enabled this. While Sith Lords throughout Star Wars have demonstrated their power, those who were also fallen Jedi posed a particular threat.