Basically the Maverick is an American missile and the Penguin is a Swedish missile. They are both good missiles, which one is better is questionable. I rather like to think which one is better supported rather than better. The U.S. Navy uses both, but have many more Mavericks in their inventory.
From Combat Fleets of the World:
Penguin Mk2 Mod. 7 (AGM-119B)
Length 3.00 m
Diameter 0.28 m
Wingspan 1.40 m (0.56 m folded)
Weight 385 kg
Warhead Bullpup Mk 19 (120 kg SAP with 50 kg explosive)
Range 21 + n.m.
Initially tested for the U.S. navy in 1982-83 as a surface ship-launched weapon, Penguin was procured for launch by SH-60B Seahawk LAMPS-III helicopters. Has solid-fueled rocket propulsion, programmable inertial mid-course guidance, and infrared terminal homing. Only 193 operational weapons were planned for procurement; total procurement was later reduced to only 106, vastly increasing the unit cost, and only 28 helicopters were modified to carry the missile. First became operational 5-94. In 8-95 Congress expressed a desire for the Navy to request additional missiles for FY 97; an order for six more for delivery by 4-99 was placed with Kongsberg in 7-97 at avery uneconomical total cost of US $6.05 million.
Maverick (AGM-65E and AGM-65F)
Length 2.49 m
Diameter 0.305 m
Wingspan 0.72 m
Weight E: 293 kg F: 307 kg
Range 50 n.m.
Developed from the Air Force AGM-65D, the AGM-65E is a laser-designated, air launched missile for the Marine Corps, while the AGM-65F version for the Navy on F/A-18 aircraft uses infrared homing. Both have the same 136-kg penetrator, with 56.8-kg blast-fragment warhead. Rapid escalation of price initially forced scaling back of procurement, although thousands have been purchased and remain in service.