Contrary to much common usage, these two concepts are not synonyms, they are very different.
Creativity is the process of dreaming up something new, while Innovation is the process of making use of the new stuff.
How often has Van Gogh, or Beethoven been accused of being innovative? Just sometimes, when the discussion is about the way an artist wields his palette knife, or the structure of a symphony. Usually they are described as creative, because what they created opened a door that had not been opened before, made connections in a new way.
Make no mistake, creative and innovative need each other, one does the art, the other brings in the benefit. Van Gogh after all died mad and broke, must have been creative without innovative, but his brother recognised the value of his work, and made a buck. He was innovative.
Most artists create something for the intrinsic value, it sounds great, looks good, or feels right, whilst the innovator finds a role for the art to add some monetary or exchange value.
To be creative, you need, according to John Cleese who knows a bit about this stuff, Space, Time, Time, Confidence, and Humour. Yes, I know “Time” got two mentions, to understand why, you will have to listen to Cleese’s presentation, which should not be a problem, in fact to my mind, should be compulsory.