This is a common misconception - they're both terrible. Harm from smoke is mostly dose-dependent, meaning the more you smoke the worse harm you are causing your body.
But if we measure equivalent quantities of smoke inhaled, cigars are usually even worse. They often don't have a filter, there's higher nicotine content, more tar... cigarettes do have more added harmful ingredients, the list is a mile long, but they're both death sticks.
People incorrectly assume cigars aren't as bad because they smoke fewer of them, but they are bigger and pack more in them.
People incorrectly assume cigars aren't as bad because "it's all natural!" - but so are snake venom, poison ivy, and cyanide.
Even those who don't inhale cigars still have risks of cancer and all the other fun stuff.
So when asking "which of these two cancerous, pro-inflammatory, stroke-and-heart-attack-provoking items is worse for you?" the answer is: both.
Reputable references abound with a quick google: