It largely depends on your server (in terms of capacity and resources) but Moodle and Wordpress can certainly run on the same server and I've been involved with many installations where they are well integrated.
I'm not sure how much integration you want to achieve between the two, but you could consider something like...
- https://github.com/frumbert/wp2moodle--wordpress- (free)
- or https://en-gb.wordpress.org/plugins/edwiser-bridge/ (free, with premium extensions)
Both allow courses to be sold on Wordpress but delivered on Moodle, and users can purchase, and be authenticated and enrolled into Moodle.