Depends on what you want to do with it for the longer term. If you'd like to stick with it, there's a lot more call for trumpet and sax than french horn. All those rock bands out there haven't found a good use for a french horn. But sax is going to be a very different instrument to learn coming from french horn. The trumpet would be easier to pick up.
It's your choice but if you were to switch instruments switch to trumpet because it's played the same as a french horn mouth piece wise and the trumpet is easier.. However if you like the french horn I'd stick to it.