You'd need both types of cable for the two services and you'd need cable suitable for burying. The coax is usually RG-6, but there are other 75 ohm cable types that are suitable. Years ago, Ethernet used 50 ohm coax @ 10 Mb/s, but that's long obsolete. If you're laying one cable, two isn't much more effor.
you can run cat5 outside in conduit, it doesn't last long and the coduits fill with water , I had a payphone outside it got run over by a City of Calgary truck. He backed into it and knocked it off the pedistal on a Esso Vidio camera LOL. Then he got out and tried to stand it back up lol he tried to fix it, when it was knocked down it ripped the wires out of the ground. But anyways the cat5 feeding the phone was 1 year old I pulled it out and skinned it and inside the cable was full of water. The phone was working ok but if your running IP phones it causes an echo and data seems to work ok for a while the cable rots in the conduit. You got to use the good stuff fiber or the jelly filled cat5 for out side use if you wont it to last. the water in the conduits freeze solid in the winter here pretty extreme enviroment.
Wayne, Good news as I just ran 2 CAT-6 and coax to my pool house (about 50 feet away) and I hope it will operate for a long time. I used one of those 1 inch flexible conduits so there were no underground joins I had to glue except for the connection to each building which was done above grade.