Personally, FRM certificate is better than CFA certificate.
First of all, there are only two levels of FRM certificate, which can be taken together and passed at one time. CFA certificate is level 3, only level 1, and it will take several years.
Secondly, college students can take the FRM certificate, while CFA certificate can't be taken until the senior year.
Finally, if you have a good foundation, you can get FRM certificate in one year, but CFA certificate can't.