They're both good depending on the rest of your build and playstyle. I've used both, but I'm not a huge fan of Fury because it really requires you to be getting hammered by two or more players to build up its strength. This sorta fits with the rock-hugging 1vXer playstyle, but I'd rather use Black Rose in open field and larger group play, where it helps your defense and sustain and complements many other sets, such as Ravager, Draugr, Fasallas, etc.

Fury is not that good imho. You need to get pounded on for it to work.

Bro fury is way better. Like is black rose even relevant anymore xD. If in a group I would run heavy alchemist. Seventh legion is also good. Black rose I wouldn't wear at all. Take my opinion, I am one with heavy armor

They're two more or less completely different sets. Black rose is entirely a sustain set adding just a small amount of damage. I like black rose still as a stam DK, actually preferring the extra magicka which can go towards cc's, igneous, dragon scales etc. you could totally run 5 pc black rose and 5pc fury or any other damage set. I've been playing around with black rose and automoton. Pretty cool, adds some damage to dawn breaker and take flight as well. But any damage set will do: ravager, viper, hundings, etc.