It depends on how you want to protect yourself from anything that happens to you. It is always better for you to have comprehensive coverage because it also protects your own vehicle, instead of only protecting you from damage to other people's cars.
CoverageComprehensive CoverThird Party Cover Loss or damage to your own vehicle due to accident, fire and theft✘ Third-party death or bodily injury Third-party property damage or loss
You should also note that neither of these types of insurance covers all situations. Insurance companies will insure your windscreen and provide protection against natural disasters separately.