Statement:
The level of criminal activities is higher in South Africa than in Luxembourg

In the The Most Criminal Countries rating South Africa holds position #4 ²⁰²² out of 139 and Luxembourg is #96 out of 139 ²⁰²².
Position of South Africa is worse than position of Luxembourg.
South Africa is leader of the "The Most Criminal Countries" rating. So it is wise to avoid visiting the country or, at least, you need to take additional actions to protect your life and belongings, compared to Luxembourg

Referencies:

1. The Most Criminal Countries ²⁰²² by Numbeo

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

   Luxembourg	'Crime Index' value is	35.58
   South Africa	'Crime Index' value is	75.37