The terms are largely equivalent in their noun forms.
"Value" is a borrowing from French, whereas "worth" is of Saxon derivation.
As verbs, however, they work quite differently (note that "worth" is not a verb by itself but is part of phrasal verbs such as "to be worth")
(x)is worth $(y). = (x) has a value of $(y). = (x) is valued at $(y).
I value (x). = I find worth in (x) = I believe (x) has worth.