Hi.
A brief survey of the evidence suggests that you'd be at higher risk of meteoroid impacts on Mars.
Why?
The explanation usually given is that the atmosphere is too sparse. Small meteoroids don't seem to break up or burn up in the atmosphere anything like as much as they do around Earth.
What evidence?
.... The Mars Global Surveyor, active from 1997 to 2006, was the first spacecraft able to image Mars in high enough resolution to detect new impacts, with a resolution of up to 1.5 meters (4.9 ft). The first detected impact, a 14.4-meter (47 ft)-diameter crater in southern Lucus Planum, happened between 27 January 2000, and 19 March 2001.[2] Since then, over 1,200 new impact craters have been found on Mars......
.... Due to Mars's tenuous atmosphere, with just 0.6% the surface pressure of Earth's, incoming meteors are much less prone to breaking up.....
[Extracts taken from Wikipedia]
(https://media3.giphy.com/media/l46CvyAn1oBTOZtZK/200w.gif?cid=6c09b952w64m037u4f0b200mdqsab1amc03uabqj59un6byg&ep=v1_gifs_search&rid=200w.gif&ct=g)
More discussion and further references on this Wikipedia page: https://en.wikipedia.org/wiki/Impact_events_on_Mars
Best Wishes.