As a BA gold card holder, I always take AY from LHR-HEL in Y and BA from LHR-HEL in J (if my flight times do not use the AY A330/A350)
AY is just so much better in Y (nearly always cheaper fares, far greater choice of flights, free checked bag even on light fares, ability to select economy comfort seats on the A330/A350 flights, free drink on board). I get fewer Avios using AY as opposed to BA, but AY remains the winner.
In J, unless using the AY A330/A350, I prefer BA. This is because I get many more Avios flying BA J and also I prefer the food service in BA J compared with AY J.