In Native and Non- native Salesforce app which one is better?

Native Salesforce apps are those apps that are developed on the Force.com development platform without any external server or code. In other words, it means that the data occurs in the Salesforce app from a customer’s Salesforce instance and not from any third-party app integration.
Non-native Salesforce apps are those apps that live outside of the Salesforce platform. They come with a few challenges, one of them being that the data is not entirely secure. The reason is that the data in the non-native apps are transferred to a third-party app server, which is not secure like Salesforce.