It is not recommended to have the SQL database hosted on the Coordinator server. This is for performance reasons. If there is a pressing need to have SQL and the Coordinator on one server it is highly recommended to ensure the server meets the recommended (not minimum) hardware specifications for SQL, Change Auditor and Windows, combined. It is also highly recommended that the CA database is hosted on a dedicated SQL instance.
Please note, if there is a degradation in performance, or indications of performance issues, one of the first troubleshooting steps/recommendations that Support will make is to move the database to a dedicated SQL server to rule out having all services on one server as a root cause.