My two cents: Before pitting these 'creatures' against each other in a fight, one might want to look at the creatures involved. To me, the Balrog may lose the fight due to its unwillingness to engage in battle. Morgoth's Balrogs are like bodyguards, gate wardens and subcaptains of war. When did any of them set up shop on its own? Even the Roggie in Moria just sits around reading '101 Ways of Cooking Dwarves' until Gandalf shows up. Attack Lothlorien? Naa. Attack during the Battle of Azanulbizar? Naa, just keep them pesky Dwarves from coming in the door.
Without Morgoth's and/or Sauron's prompting, the Balrog would be sitting in the corner after the bell rang.
The Witch-King is another matter, having an extended resume of accomplishments pre and post wraithdom.
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There is naught that you can do, other than to resist, with hope or without it.
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