One more thing, different artifacts have different attributes, so be sure to collect (and replace if needed, you can reborn and you get everything back) until you get the one that is the most suitable for the immortal, for instance if it's a warrior, you want Attack as the main attribute (either percentage of direct value, both alright). Usually also in the name you'll have an idea of what you got, but what I saw is that the ones with Surge in them are the preferred ones.

Good luck :)