Generally, no there is no nature that's better than another, because some Pokemon will be better with a nature that raises Attack, some with a nature that raises Defense or Special Attack or Speed.
The only natures that are objectively better than others are ones where the negative stat doesn't matter or is even beneficial. For example Gyarados is best with a nature that decreases Special Attack since you shouldn't have any special moves. Or if you had the move Gyro Ball a nature that decreases Speed would be good.