You wouldn't be the first person to ask this question, as this is one of those big debates among the project management community. And rather than saying if one is better than the other, both have types of project that they are best suited for.
A waterfall methodology will need you to define requirements at the beginning of the project and then run the project from beginning to end. An agile methodology focuses more on smaller chunks of work and iteration that is constantly being fed with feedback from the client.
Therefore, you need to analyze the type of project that you are running and decide which methodology is best suited for it. If you are managing a development project, you'll probably lean on agile. A social media marketing campaign will probably benefit from a waterfall approach.
Read more about these two methodologies in our agile vs waterfall article.