https://en.wikipedia.org/wiki/List_of_countries_by_intention...
It sounded strange, because all it takes is a few YouTube searches to witness the level of violence that exists in Russia that far exceeds anything you'll see in the US. Russia really is something else in that regard, and if a Russian felt safer at home than in the US, it's simply a product of exaggerated reporting.
If someone living in Munich said that NYC is more dangerous than what they are used to, I wouldn't disagree with them.
The average stats are about the same, but that's as useful a number as the average temperature of the patients in a hospital.
For the places a visitor is likely to go, Russia will definitely feel safer. Crime there is largely pushed out of the densely populated city cores and into the outskirts. In the US, it's the opposite. A downtown core looks (and smells) like a dystopia unimaginable to most citizens of the world. People are always shocked at how terrible the world cities that heard about so much look in person.
Just like you can't compare Western Europe to Japan (it is much more violent in comparison, but again, different demographics).
The US is maybe 50% Europe, 30% Latin America, 8% Asia, 12% Africa, and if you look at the UN intentional homicide tables and take the weighted average by continent, you'll end up with an expected intentional homicide rate of about 5 per 100,000, which is right where the US is.
So stop pretending we are Western Europe - we aren't.