Oral Solvents

Ok I'm not a chemist, so this question might be easier for someone else why are certain compounds more soluble in different solvents.

Dbol will not go into a solution in water but will in ethanol

ephedrine will go into a solution in water but not ethanol

I thought ethanol was a stronger solvent that water?

Is there a place to check and see what solvents work with what compounds?