That depends on the type of air-dry clay you use and/or the type of polymer clay you use.
(And of course, if you use either type of clay with a permanent armature inside like a wad of aluminum foil, "Styrofoam" shape, etc, or if you make it hollow, the item will always be lighter weight than if you'd made it solid.)
The lighter-weight air-dry clays tend to be those mostly made from paper including purchased Celluclay or could be Model Magic, and homemade paper clay pulp.
The lighter-weight polymer clays are lines like Ultralight and Pluffy. (Btw, if you do buy a regular-weight polymer clay, I wouldn't suggest bulk Sculpey or SuperSculpey, or Sculpey III, because they're more brittle when after baking in areas where they're *thin* than other brands and lines of polymer clay.)
You can buy polymer clay and air-dry clays you don't make at home yourself primarily in craft stores, art supply stores, and online.
You might want to read some of the info I've written before about making "horns to wear" from various materials:
https://answersrip.com/question/index?qid=20121005011954AAE13Z3
.