These are two very interesting short stories to compare and contrast, as they are both thought of as examples of Gothic fiction. I understand that you are focussing on the two female protagonists of these short stories and comparing and contrasting them. You might want to think about the ways that both of them are victims of the society the have grown up in. Obviously, Tess is a clear victim - she is turned on by those who called themselves her friend and in an intimate community is callously stoned to death by her neighbours. But Miss Emily has been victimised in some senses as well - we are given tantalising glimpses of her life growing up with her father that perhaps indicate how she has suffered from his tyranny and makes us understand her overwhelming desire to love and be loved by someone - whatever the cost.
However, I personally think there are more differences than similarities. Tess, for example, in "The Lottery," is shown to be a member of her community up until the end. She gossips with her friends and is in every way one of the crowd. Miss Emily, on the other hand, seems to be presented in a way that shows she is trapped in a time warp and in some ways is already dead even before her actual death. Consider her comparison to a drowned corpse when the Alderman go and see her. Although both are the protagonists of these Gothic masterpieces, the similarities are few and far between.