Assuming you've already got a link from:
sitea.com/page1 (Moz domain rank 55, Moz page rank 30)
You have two choices for another link:
1. Another link on the same domain but a new page:
sitea.com/page2 (Moz domain rank 55, Moz page rank 30)
2. A link on a new domain but with a lesser domain & page rank
siteb.com/page1 (Moz domain rank 30, Moz page rank 20)
Assuming you have no other links to your site - both sites are relevant to your industry, both 5 years old, both have the same number of visitors/external links/ads and the content and anchor text remains the same.
Which will have a bigger impact on SERP movements?
Sam