The Marlin is stainless with laminate, the Henry is only plated steel with hardwood stocks.
Henry makes a beautiful rifle, but if you are after an "all weather", the Marlin gets my vote. The 24" barrel on the Marlin would help with velocity, and the pistol grip on the Marlin is nicer to shoot if you are planning on scoping it IMO.
Plus the Marlin has the CBS....... (flame away)