Since tornadoes are so localized, recovery happens quicker. Additionally, if your area was struck by a tornado, nearby areas likely weren't, which can provide you a place to buy supplies.
I'd rate them from worst to less worse as: * earthquake * hurricane * tornado
The warning a hurricane gives is invaluable. You can evacuate, you can gather up important documents, you can get a refill on any medications you take. An earthquake gives no warning. Even tornadoes give a lot of warning when compared with earthquakes. Not to mention the tsunamis that earthquakes can cause.