It’s definitely more risky to carry around cash.
If your credit card info gets stolen, in almost all cases it is very easy to get your money back. It has happened to me several times, and I have never had any problems.
It’s much more likely that cash will fall out of your pocket or get stolen, in which case it will be gone forever. I rarely use cash for anything.
Also, I’m not totally sure about this, but I think if you have a card with a chip (as you probably do), most skimmers won’t work anyway.