Shen (Undead Unluck) vs The Witch-king of Angmar: who would win?

Shen (Undead Unluck) favored — Slight edge (~55%)

Shen (Undead Unluck) · Undead Unluck · Base

Tier
7-A, up to HIGH 7-A
Attack Potency
Mountain Level, up to Large Mountain Level
Speed
Hypersonic+, up to Massively Hypersonic
Durability
Mountain Level, up to Large Mountain Level

The Witch-king of Angmar · Lord of the Rings · During the Siege of Minas Tirith

Tier
7-A
Attack Potency
Mountain Level
Speed
Peak Human, up to High Hypersonic
Durability
Mountain Level, up to Moon Level

A heuristic estimate from normalized VS Battles Wiki stats: tier, attack potency, speed and durability.