Business Insider has an interesting scorecard. Less addictive: marijuana by a wide margin.
Harder on the heart (moderate use): likely marijuana, albeit current evidence is inconclusive.
Links to different types of cancer: strong ones for alcohol. Marijuana has none of the links to lung, head, and neck cancers that tobacco cigarettes have.
Poses more of a risk while operating a motor vehicle: alcohol.
Links with domestic violence: alcohol.
Linked more with weight gain: surprise, alcohol (munchies notwithstanding).
Adversely affects memory: both, in different ways.
Linked to increased risk of psychiatric problems: both, in different ways.
And as Laurence reminds us from time to time in these pages:
Induced deaths (2014): alcohol 30,722; marijuana 0.
As usual, government policy and law reflect special interests, not public interest.