Not nearly as scary as a tornado unless it's a huge one, or you're in a tall, unstable building. Tornado storms can last hours, with several funnels half-formed in the sky at once, in pitch black sky, only visible with flashes of lightning. Standing under a 3/4-formed funnel with no tornado shelter, with golfball-sized hail smashing windows, I'd say is much worse and lasts far longer. It's subjective though, of course.

In my opinion, wildfires are much scarier in most of California, more so than earthquakes or floods. I have been surrounded on all sides by fire in CA, most recently around 2007, sitting in a bowl valley with 80% of the rim on fire, cut off from roads out. Lost several thousand houses that year, including some very rich neighborhoods (Anaheim, San Bernardino, small parts of San Diego, and Big Bear burned that year, I believe). It rained ash for days, and a lot of people got lung infections from breathing it in. Had about 3/4 inch of ash on my car before washing it off. Fire ended up getting within about 300 yards of my house.