Using Relationships and Developing a CMDB Between Two Applications

Hello, 

We are in the very beginning of developing relationships between our assets and creating a CMDB, however we have two asset applications -- would it be possible to develop relationships/CIs between applications? Or would it be more beneficial to combine the two applications into one asset app? For example, all of our servers are assets on one application, while our other application would have personal computers. 

Thank you!