I suspect much of the difference, both good and bad, is due to the greater availability of firearms in the United States. According to the Statistics Canada report, only one-third of Canadian homicides involve firearms, vs. two-thirds in America. OTOH, burglary and involves higher risk to the criminal in the U.S., as more private citizens own firearms. About one-quarter of Canadian homes own firearms, and only 3-7% own handguns, whereas about one-half of American homes own firearms, and about 25% own handguns (source: Statistics Canada).
There are considerable cultural differences between Canada and the United States dating back to the American War for Independence. The Canadian culture was historically more deferential to authority and hierarchy, vs. the individualism and democracy of the frontier. According to Canadian historian Pierre Berton, "The key words in Upper Canada were "loyalty" and "patriotism"--loyalty to the British way of life as opposed to American "radical" democracy and republicanism. Brock, the man who wanted to establish martial law and abandon habeas corpus, represented these virtues ... [and] came to represent Canadian order as opposed to American anarchy.... Had not Canada been saved from the invader by appointed leaders who ruled autocratically? ... This attitude, that the British way of life is preferable to the American; that certain sensitive positions are better filled by appointment than by election; that order imposed from above has advantages over grassroots democracy (for which read "license" or "anarchy") flourished as a result of an invasion repelled. Out of it, shaped by an emerging nationalism and tempered by rebellion, grew that special form of state paternalism that makes the Canadian way of life significantly different from the more individualistic American way."
Immigration patterns tended to reinforce the cultural distinctives. For example, Irish Anglicans, who were generally pro-monarchy and pro-English, were disproportionately represented among Irish Canadian immigrants. OTOH, the United States received very large migrations of anti-English, anti-monarchy settlers: the Scots-Irish Presbyterians in the 18th Century and the old stock Irish Catholics in the 19th Century.
Different nations, different cultures. Some of my ancestors were Canadians who came to the United States in the 1890s. I believe they made the right move.
I'm sure wherever we are, we all feel our parents or ancestors made the right move...