The only way to know if there is a difference between the optical and coax connection, and whether you prefer one or the other, is to try it. It isn't just about the cable, the implementation of those options at either end might make a difference. Blue Jeans Cables in Seattle makes excellent cables of both types at very reasonable prices. A 3' coax from them is $18.50.
https://www.bluejeanscable.com/store/digital-audio/index.htm
https://www.bluejeanscable.com/store/digital-audio/index.htm