Once you start looking at numbers as a measure of risk you can most often prove anything you want. Accident, injury and fatality rates can be per mile travelled, per flying hour, per flight per aircraft year, per worker (i.e. pilot) year etc etc.
However, on a comparative basis using most of the common rate risk figures, helicopters tend to be higher than most other things you would usually compare it with.
For me the thing is the risk-benefit balance. Because I love flying helos I am happy to take the risk for the benefit I derive- I do my best to control that risk though which for me is one of the sources of satisfaction. If it did not have risks to be managed, I would not enjoy it so much.