Recall the two classical canonical isometric embeddings of a finite metric space X into a Banach space. That is, the Hausdorff-Kuratowsky embedding x∈→∈ρ(x, ·) into the space of continuous functions on X with the max-norm, and the Kantorovich-Rubinshtein embedding x∈→∈δ _x (where δ _x , is the δ-measure concentrated at x) with the transportation norm. We prove that these embeddings are not equivalent if |X|∈>∈4.