Black marble is superior to stone in every way and offers much better protection from raids than stone structures. I survived "They sought you out" (random mistlands-level event) in double fortified stone structure -- outer walls made of two vertical layers of stone, instead of the usual one. Some of the outermost stone blocks were destroyed during the raid, but the inner wall held until the end. Had the structure been made of marble, a standard wall would've been enough. Keep in mind that a single 1x1 block of stone or marble has the same HP as any of the big blocks.

Ultimately, it will depend on the specific raid type and whether the damage to the marble structure is targeted or AoE. Upgrading from stone to marble is totally worth it. You can even tell by how much more difficult it is to mine marble than stone.