I’m surprised there is not a clear winner. Are the proof systems so different that one cannot “embed” a proof from one system into another easily?
Keeping this in mind, there still is something:
* OpenTheory (http://www.gilith.com/opentheory/) provides some kind of lingua franca between systems of the HOL family, that are rather similar.
* Mario Carneiro wrote an article (https://arxiv.org/abs/1412.8091) on automatic conversion from OpenTheory to Metamath. I am not aware of an actual implementation.
* Although it is not the same things, some systems have tools that can feed a subproof to an ATP (automated theorem proved) and reconstruct a valid proof to it. That simplifies proof writing.
I did not a comprehensive review, so the list may be lacking.