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If you've been following the movies you'll know that the nun is definitely scarier. Why ?. It has been the one pulling the strings of fear and death from the shadows all along. If you've watched Annabelle 1,2 and 3 you'll find out that it has been the nun that's actually doing all the evil stuff from the shadows.
The same applies to the conjuring, it's still the same nun that was possesing spirits making them posses people.
The actions of the nun are always insidious because you'll never know that it was the one behind all the evil that has happened throughout the movies.
So if I'm to choose whose side to run toz I'll definitely choose Anabel because she's the puppet of the nun and it'll be easier to defeat her than the nun.