Of the the world's 62 strongest officially rated tornados occurring between 1950 and 2013, 59 occurred in the US. Here are the numbers, but note, some tornados crossed state lines. See [1] and [2].
Louisiana 1
South Dakota 1
North Dakota 2
Missouri 2
Michigan 2
Illinois 2
Indiana 3
Minnesota 3
Ohio 3
Tennesse 3
Kentucky 3
Wisconsin 3
Mississippi 4
Iowa 6
Texas 6
Alabama 7
Oklahoma 7
Kansas 8
It looks like there are a number of tornados that don't have "accurate" official ratings so additional states could be on the list, e.g. Arkansas, Nebraska, Massachusetts.
F3, F4, and F5 are all serious tornados, but F5 tornados are especially scary with maximum wind speeds over 260 mph and reaching 318 mph.
[1] https://en.wikipedia.org/wiki/List_of_F5_and_EF5_tornadoes
[2] https://en.wikipedia.org/wiki/Tornado_Alley#/media/File:Torn...
one thing about tornadoes that's different than fire is sheltering in place is always your best bet except for the most extreme (EF5 guidance is be underground or attempt to get out of the way)
And I'm still stacking the deck a bit against the tornados by counting total area. Total inhabited human area would be even more lopsided against the fires.
Yes, tornados can be deadly, yes, they're violent and sudden. But with alerts and shelter (a strong room or cellar ideally), eminantly survivable. Unlike erathquakes or hurricanes, damage isn't even especially widespread. A few hundred metres, at worst a kilometer outside the track, life goes own, modulo power outages and hail damage.
Floods, hurricanes, rising seawater, and wildfire are far more addressable risks. Arguably drought, heat, and disease as well.