Broly has a definite AP advantage, if I'm not mistaken. But it doesn't seem like enough against a guy who actually bothers to spam his busted moves like it's nothing. If it was someone like Sonic, he would've gotten crushed due to not using his more potent hax from the get-go. Shadow, however, is almost always explicitly shown to abuse Chaos Control and teleportation.
Shadow for overall versatility, smarter mindset, BFR, and teleportation spam.