Is composite or coax output better quality?

My digital cable box has both coaxial cable and composite video outputs. I currently have the output coming from the composite video, but sometimes the picture has a bit of noise in it. I don’t have an extra coax line so I haven’t tried hooking that up yet to see if there is a difference. Is it worth it to try a coax line?

Composite will be better than coax/RF since there’s no audio mixed in with the video signal.

The typical hierarchy of video cabling goes (best to worst):

Component > S-Video > Composite > Coax (RF)