The odds of a storm of asteroids hitting Earth are pretty much the same as them hitting Mars. Except the atmosphere protects us against smaller asteroids, where they burn up in the air and on Mars would impact the surface.
The chances of humans surviving on Mars after such an event is extremely less than humans surviving on Earth. We know the Earth has remained hospitable to life after many instances, Mars hasn't been hospitable to complex multi-cellular life in its entire existence, or at least the last billion years or so.
Even if the worst case events were definitely going to happen tomorrow (killer asteroids, Yellowstone erupting, massive airborne contagion) I would still rather be on Earth than on Mars. Earth is more habitable before, during, and after these extinction-level events than Mars is on Mars’s best day.
