It's safer to be with others. People try to kidnap women or even high school kids alone. Students need to go in multiples even walking to high school.
Don't wear a running bra or short shorts while running.
Try to jog when it's light outside and people are about. Avoid early in the morning or pm hours when it's dark.
Try not to run in areas that are desolate or contain places where you can be pulled into, i.e. dark alleys, parks with large shrubs, etc.
An open-carry knife can be an option. Look at the laws for your location. Even if the length is up to 2 inches, it's better than nothing. Also helps to have pepper spray, a stun gun, etc.
EVEN THOUGH ALL OF THIS SHOULD NOT BE A PROBLEM: