I'm in Washington and all I lost in our last major earthquake (in 01) was a glass that was too close to the edge of the counter. Most people I knew had no major damage and my family in So. Cal has never sustained notable damage. The only advantage to a hurricane is at least you have some warning. Overall, I'd take the earthquake to the hurricane, but it's a bit of a fright when you are going about your day and a major earthquake hits. There's not time for mental prep! The minute it can take feels forever when you're in the moment, too.
I agree. They say earthquakes are the most psychologically scary natural disasters, due to suddenness etc, but in reality, they have never done damage to my properties or my families. Scary yes, but they are mostly more bark than bite. I agree with several others here. I'd take a quake any day of the week over these things.