They are pretty similar, with Lodash is taking over...
They both are a utility library which takes the world of utility in JavaScript...
It seems Lodash is getting updated more regularly now, so more used in the latest projects...
Also Lodash seems is lighter by a couple of KBs...
Both have a good API and documentation, but I think the Lodash one is better...
Here is a screenshot for each of the documentation items for getting the first value of an array...
Underscore.js:
Lodash:
As things may get updated time to time, just check their website also...
Lodash
Underscore.js