Volcanoes are usually less dangerous than other natural hazards such as earthquakes, tsunamis and hurricanes.

But there is no good answer if you don't limit it into a specific context: which volcano? dangerous to what - people, property, etc.? during which type of activity? at which location?

Volcanoes have a serious of hazards (e.g. lava flows, ash fall, pyroclastic flows, climate changes on a global scale) that relate into different dangers or risks. The risks when visiting an active volcano depend on which risk zones of the volcano are visited and for how long.