They're both great at penalties as established in another thread. Both have close to 90% success rate for in game penalties (91% Bruno, 89% Rashford), so it's a bit of a non discussion. Only if one of them starts to miss regularly would it become imperative the one of them is the primary taker.
On the Bruno is a captain topic, it's a shame he isn't just slightly less temperamental both in terms of his footballing output and his mentality. He's almost a great captain and almost a world class player, but his fiery temperament (which can be an asset as a captain if fueled like Keane was) is just unfortunately a bit too much on the selfish petulant side of things to be useful for a captain. When Keane was fuming he would aim it at the opposition and protect his team mates, whereas although Bruno says the right things post match sometimes what he does on the pitch when things are going badly is to the detriment of the team.
But unfortunately we don't really have anyone of true captain material at the moment, so I can see why Ten Hag has chosen him. It was a hindrance to Maguire, who also has some good captain traits but is lacking in others. Likewise Casemiro or Varane could be good choices if they weren't so injury prone and probably past their best (and also not sure how good their English is). Beyond that I struggle to think of any other candidates. McTominay if he was a better footballer. Shaw if he wasn't always injured and not quite as mentally challenged. We really do have a squad that needs a captain!