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But think of Smaug. One arrow and he was down. Not much of a fight, aye?
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again...
We do not know what would have happened if Legolas had been able to get ahold of himself and shoot the Balrog. Smaug was all distracted and enjoying himself town-baiting when Bard shot him. If Smaug had been paying attention to Bard, he would have ended up one crispy critter, rather than king of Dale. Legolas had a similar opportunity to shoot the Balrog when he was paying attention to Gandalf. Who knows? The Balrog might have had a convienent hole in its armor (or hide) and that would have solved the problem.
Anyway, recap...
Balrogs-maiar
Dragons-maiar
Similar spirits, different tools, would have depended on the circumstances, who was fighting, no clear cut advantage to the Balrogs.
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Dragons...are imprisoned in one form.
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To quote Thingol...
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Also Tolkien specifically stated that the Balrogs became bound to their bodies permanently. This probably occurred after the Battle of Powers.
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Balrogs were bound to their forms as well.
And as we discussed (at length) earlier Melkor also put his power into his Balrogs as well as the Dragons.