But now that I check Techniques for Coaching and Mentoring by David Megginson and David Clutterbuck, here they are as quoted:
Coaching relates primarily to performance improvement (often over the short term) in a specific skills area. The goals, or at least the intermediate or sub-goals, are typically set with or at the suggestion of the coach. While the learner has primary ownership of the goal, the coach has primary ownership of the process. In most cases, coaching involves direct extrinsic feedback (i.e. the coach reports to the coachee what s/he has observed).
Mentoring relates primarily to the identification and nurturing of potential for the whole person. It can be a long-term relationship, where the goals may change but are always set by the learner. The learner owns both the goals and the process. Feedback comes from within the mentee — the mentor helps them to develop insight and understanding through intrinsic observation (i.e. becoming more aware of their own experiences).