I'v never heard about any gun attack in my country honestly so I consider it as super rare event - you don't protect your chest from falling asteroid, you know. In case of mugging - I'm 185cm male with quite big arms so I have couple of choices - if someone is driven by drugs, I can always overtalk him. If I know that I will have to go to ghetto or I may feel unsafe - I carry either 40ml of pepper spray in smol can or my Stattrack Butterfly Crimson Web FT which is nice cause I don't even have to use it - I just "unfold" it and all people around suddenly calm down. However I never carry any of these on everyday walk, I just don't feel that anyone could attack me for any reason.
You can talk about women now - even if they are ripped, it's still easier to attack female. In past 5 years martial arts around women started to be really popular, to the point that half of my female freind know Krav maga now. It's also work of common senes - no woman would ever go to ghetto without any preparation, escort nor reason.