Depends on your source format. If you started with an EPUB, then converted that to MOBI, convert the EPUB to AZW3, since it will retain more features -- and because conversions are
always lossy.
If you converted MOBI to EPUB, then it doesn't much matter which one you convert from -- the EPUB has no features the MOBI didn't -- but I would still convert from MOBI, because like I said, conversions are
always lossy, and best to reduce lossiness as much as possible by starting from the originals.
Just a good idea in general.
If your original source offered both EPUB and MOBI, the EPUB will be their original.