Statement:
The level of criminal activities is lower in Saudi Arabia than in Malaysia

In the The Most Criminal Countries rating Saudi Arabia holds position #124 ²⁰²² out of 139 and Malaysia is #41 out of 139 ²⁰²².
Position of Saudi Arabia is better than position of Malaysia.
Saudi Arabia is an outsider of the "The Most Criminal Countries" rating. So in most cases, you can feel safe and unlikely will face a criminal, compared to Malaysia

Referencies:

1. The Most Criminal Countries ²⁰²² by Numbeo

   The countries in the rating sorted by 'Crime Index' in descending order.

   Malaysia	'Crime Index' value is	54.37
   Saudi Arabia	'Crime Index' value is	24.62