Wire antennas work well and I would choose a wire over that loop. That loop will not be significantly better.
As you may know, a loop does well to reasonably null out noise when you turn it until you have found the best position. That particular loop is active, which means it will also boost the signal. The end result may be good or bad. Your receiver may not handle the boost well. I am a fan of passive RX antennas for HF signals as well as a passive tuner. One could use an amp (active antenna) but that will also raise the noise floor. Basically, the station signal became louder and so did the static. For some, that result is acceptable and there is nothing wrong with that.
A wire antenna that is running North to South will RX signals best from East and West, and vice versa. A way to compensate for that is to run another wire perpendicular to the other. You can then add a switch and easily change antennas/RX direction. I run two wire antennas myself this way and notice several dB improvement. I also TX using those antennas.
Do not take away from this that passive or active loops are poor performers. Many people are very happy with their loop, but many of those people may not be able to run a wire antenna. Ultimately one must experiment, but with that particular loop one will get what one pays for. I have various loops and use them as needed. Basically, antennas are like tools and you use the right one depending on what is needed at the time.
You must also consider if nearby AM radio station signals are interfering with you RX. Introducing an AM broadcast filter may significantly help. Even a low cost filter can do wonders. I have one that cost $75 and another less than $20 via Amazon. My results were mostly similar with both. If you monitor VLF, you need to pay additional attention to the filter specs.
Others will probably provide feedback too but remember this, everyone‘s location is different. As we adapt, we may need to compromise. Thus, what is best for one may not be even good for another. Experiment and have fun.
If you are looking to try an active loop, take a look at one made by W6LVP.