For any meaningful definition of "better" chicken will be cheaper. It probably would be if you only count the collagen, but I would not swear to it.So, in the long run, which source of the two would be better? Half a chicken costs roughly as much as two small packs of anchovies
The other source of collagen would be the "bones" of anything in the shark/ray family. Unlike most fish like anchovies their skeleton is made of collagen not bone. If you live near a fish market, and could get say the heads of anything in the shark/ray family cheap then that would be a very rich source. I would probably pressure cook them to get a semi liquid product that I could freeze and add to stuff.