Can you explain your signal path a bit. The way you described it in the post sounds like you are comparing different physical amplifiers, not amp sims in the Helix. If you are comparing a REAL Marshall amp, with a Marshall amp block in the Helix there are several things you need to be aware of.
1. Do not compare settings between the two. a 5 on the gain of a real amp is NOT equivalent to a 5 on the gain of the amp sim. Use your ears.
2. Listening to a real cab in the room is not the same as a cab block, because it is coloured by the microphone, it's position, and the monitors you are listening to the output on.
3. If you want to minimize the difference in tone between different amps use a preamp block in the helix, and then plug the helix into the receive input of the amp's FX loop. This means you will only be using the power amp stage of the real amp, and you can shape your tone appropriately in the helix. If you do this with a send block, it means you can put a cab block at the end and then send the main outs to the PA. Unfortunately there is no power amp block in the helix, so you can't simulate saturation at that point in the chain.