Basically no weather event short of a tornado is a threat if you build properly. That means:
You must build on high ground on well drained soils. I'm on a sandy hill 40 feet above surrounding terrain and 1650 feet above sea level. I can drain a hurricane (7 inches an hour).
You must build out of a non-combustable material. I'm masonry and metal.
You must not any nearby trees or poles tall enough to fall on your home.
You must not have anything combustible within 100 feet of your house (no bushes, no tall brush, etc). 200 feet is even better.
Ideally there should be no sources of combustion in your home (no gas appliances, no automobiles or anything with internal combustion engines in them or fuels stored in an attached garage). Any large batteries are also best stored in a non-attached building.
Basically no weather event short of a tornado is a threat if you build properly. That means:
don't forget to have a blue roof.