violent crime rate in Canada is 66% higher per capita than in the US.
Checking Wikipedia, it shows the US has a murder rate of 4.7 per 100K population versus 1.6 per 100K population in Canada. It also shows that you are 40% more likely to be robbed in the US, than in Canada (112.9 vs 79.36 per 100K pop).
If you go to the source documents referenced in the Wikipedia article (FBI, Statistics Canada), you will find that on the surface, Canada is a much more violent place, with 1,190.12 violent Criminal Code violations per 100K population versus 386.9 in the US. Again, due to differences in the laws, reporting is different. For example, 'uttering threats' is classified as a 'violent' crime in Canada. The rate of assault in Canada is 678.21 versus 242.3 for aggravated assault in the US meaning, perhaps, you are more likely to be told 'where to go' in Canada, as you are much less likely to catch a bullet for your trouble than in the US. Someone telling someone else 'where to go' may be considered a violent crime in Canada.
Personally, I've walked through many neighbourhoods in Calgary and Edmonton at night and, though I felt a little nervous in some, other than a few smart comments by drunk Natives, I've never had a problem. I can't say that would be the norm if I walked through parts of Detroit at night!
Can anything be drawn from these statistics? Generally, one is more likely to be murdered or robbed in the US, but one is more likely to be assaulted (in one form or another) in Canada.