Depends on which one. Are you talking about the Anna "angel" and "demon" icons that pop up on the lower-right corner? That lets you know if her reactions to your choices are bringing her to Pure or Slut route. Otherwise, if you're talking about the "mini" figurines that you can buy from the Comic Store, the Angel does a raid-wide AoE attack on all bugs while the Demon does a single-target attack on a bug (but it's really powerful, sometimes killing in one hit).