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One can lead armies, the other can't.
For instance wizards in my opinion make for better Heroes as opposed to Lords, since Wizards usually are more useful once they've got some skill points into the magic skills to actually cast them, but that means getting your Red (Battle buffs)/Blue (Campaign buffs) skills later.
Where as a pure melee hero makes a better Lord because I can put off their Yellow (Self buffs) since they're still good fighters on their own, in order to rush the Blue and Red skills. That way if I use Melee heroes I can just spec them to be melee beasts.
I'm usually torn on Hybrid lords/heroes. Typically they have 40m buffs to help other ranged units, so it's good to have your Lord stand in the back and help your artillery and ranged units and not be in danger. But sometimes the lack of melee ability hurts when you really need to throw someone tough at something tearing through your lines.
Sure, army buffs are nice, but they often give something like 6-8 points of MA or MD a mild increase in damage per unit. Especially early game, where you mostly field low tier units anyway. Which, dont get me wrong, is nice.
But for me, they are never a priority on a caster lord, simply because you get so much more value with better spell casting. A melee lord will overall have much less impact on a fight, compared to a wizard lord. They are good for going up against enemy baddies and for pinning certain units in place, but for pure killing power, casters are just more powerful.
And once you have all the spellcasting you want, you still have enough points to get army buffs afterwards.
A lot of caster lords even gets to ride a big beast, so they can still do a bit of killing between spells.
They can also do many things in your army. Increase the armies movement range, increase chances of finding magic items to give lords/heroes, increase the replenishment of your army after battle.
Lord's can't do most of that, but they can recruit and lead additional armies and heroes cannot.
They can, if you level up their magic. They can get an additional reserve pool and a faster recharge rate.
So do heroes. Some legendary lords however get the recharge rate as a passive. The only difference a mage lord has over some of their hero variants, that they can get 3 lvls into a spell. Meaning a base 35% miscast on overcast chance, while the hero only gets 50% on the spell itself. For instance, Skaven engineers.
The biggest problem with some of the legendary lords, is when they get several yellow lines and you just won't have enough points to make them proper. Looking at you Mannfred.
Just to clarify, "most"(see above) caster Lords gets both Arcane Conduit(active ability) and Greater Arcane Conduit(which is more powerful).
Another example: Most heroes only provide 15-25 to power reserve as passive skills(not counting traits or items).
Most caster lords can add 30 or more through passive skills.
Several caster lords also have heavy discounts on certain spells(in addition to the regular spell discounts), further reduced cooldowns or other such benefits.
Some also has bound spells(for instance, all Archmages have access to a bound Chain Lightning, so that is 2 free casts of a very damaging vortex spell, on top of their regular casting).
Very few wizard lords can put 3 points into spells. In fact, it is the hero wizards who often needs to put 3 points into each spell to get the most out of them. Meaning that the Lord saves points(they basically skip 1 step and goes to the last tier with just 2 points).
With Mannfred, you really should just pick a few core spells you want to use(1 to 3 spells from each lore of magic), and have a vampire or a necromancer accompany him to utilize his insane power reserves and regen.
Caster Lord don't do often had better than Hero do, because spell just same.
Even so, there is not much major spell changed on battle, very few spell do that in right certain do change major battle, but not much, like wind of death or high damage spell or even summon, but most case spell only do buff army or healing in limited and slow way, that don't change major battle, just little tiny bit. Depend on who lord and faction, some are not even worth it to put point, like Vlad and isabella, I rather let Necromancer do magic and you could max out with some remain point left while I always try make vampire lord yellow (combat force, not magic), blue and red, if vampire lord go down so was rest of army, and I can't had that, and I don't want undead get low leadership so they don't get self damage when leadership is low during battle, this is importian for vampire army to had some red buff and blue buff, it's must had. Magic is not. Red buff help Auto battle less lose and win more, not magic.
In that hypothetical the Lord would just rush your Wizard while his Swordsmen steamroll your own Swordsmen. At best you'll be able to weaken a few units of Swordsmen with your low level magic, but definitely wont win that battle.
If we bump their levels up to say 20, if the Wizard has put all his points into spells, it's 16 points total (2 for opener, 1 passive, (3 spells x 2 points each), 1 mid tree point, (2 spells x 2 points each), 2 passives, 1 finisher = 16. That leaves 3 extra points so +10% speed, Immortal and 1 point for a mount.
Compared to a Melee Lord who uses 11 points to get to the end of the Blue tree for a total of 23% upkeep reduction, with 9 points left over, 1 into Immortal, 1 into a Mount, Which leaves 7 so you can get two Red line skills 3/3 to boost his army. If both leaders have the same mount then the Melee lord still wins by default.
Unless you're playing on Small sizes (Since magic is broken OP on small) or specifically going for a magic build (Like a bunch of Necromancers boosting Manfred's WoM to keep casting death magic), magic can help you win battles but cheaper, stronger armies win wars.
Obviously this goes out the window when talking about Mage LL's but then it's sometimes even worse for them because they usually have some really useful unique yellow skills. Tbh when I'm forced to use a Mage LL or Generic leader of some sort, I'll rush 1 damaging spell and then go down the Blue/Red tree depending on if my units need the Red buffs or not asap.