If there is not much wear on any component, I don't change that part.
If chains last 20,000 and a rear aluminum sprocket lasts 10,000, then I would just put on a new sprocket and leave the chain.
If money is no object then do all at once, but I find it hard to throw away a part that is only 1/2 or less worn out.
Watch for wear on each piece and go from there. JMO
Clean and lube it often and with a good lube, and keep it adjusted and the mileage will be amazing.