I've used both platforms. Udacity is absurdly expensive. I could buy a university course for the price of a Udacity course. The material is pretty decent and having live graders who give you feedback is pretty useful.
In a lot of cases Udemy is a bargain. There is literally ALWAYS a coupon code to get any course for $9.99. While it seems like 95% of the coursework is pretty weak, I have downloaded some truly excellent content. I can't recommend Todd McLeod's Golang courses and Chad Darby's course on Spring highly enough. 10 bucks is an incredible value.
At the end of the day, building portfolio projects with the skills you've learned from Udemy is much more valuable than whatever recruiting help Udacity provides.
In my book Udemy is the superior product.