What is the difference between naturalism and materialism, if any?

I see definitions of naturalism that say, in effect, it is the belief that there is no supernatural. But what is the supernatural other than that which is not natural, which seems circular.

If you try to define natural without being circular, won't it come down to material, that is, what is available to the senses augmented by instruments? Or perhaps it means just matter and energy, or, if we believe modern physics, just energy in different forms.