Well, for some additional anecdata: I've been mugged/attacked twice as much in Berlin (where I live) than I was in Detroit (where I grew up).

I think perhaps the perception of risk in the US is blown way out of proportion due to the media frenzy around shootings, which are still pretty rare overall in the US. If you consume mass media, you will generally overestimate the risk by several orders of magnitude. (This is, for example, why many Europeans believe the stereotype that the US is so dangerous, when the vast majority of it is actually much safer wrt violent crime than most large cities in Europe.)

If you were afraid there, you should be afraid here. (I personally don't think you should be afraid in either place.)