Ranking systems that take into account the size of the victory I run competitions, not in chess, but my question relates to chess Ranking systems, and will give an example of the issue I face. Game 1:

Alice scores 5, Bob 4, Chris 3.

I use the glicko-2 and elo Ranking system to break that down into two wins for Alice (over each other player) and one win for Bob (over Chris).

My problem is that if the result was:

Alice 10, Bob 4, Chris 3

That is a much bigger win for Alice, but the ranking system sees the result as no different from the first.

Has anyone come across a ranking system that takes into account margins of victory etc.?
If you're interested in use (more than in development), you should give a try to rankade, our ranking system that features rankings, stats, and more. 

Rankade doesn't use Elo, but its algorithm (called ree algorithm), although more complex, is similar to Elo if you play 1-on-1 matches only.

Opposite to Elo and Glicko  (here's a comparison), rankade can manage any kind of match (one-on-one, faction vs. faction (two teams, which may be asymmetrical),
multiplayer, multi-faction, cooperative games, single player games, and so on), so you can insert one match with Alice 5, Bob 4, Chris 3 output (without breaking down one actual match in multiple fake matches). Anyway, rankade - like all aforementioned ranking systems - does not incorporate margin of victory (even if you can easily manage this issue using weight feature, and/or insert scores for stats).