It totally depends on what you value. The two countries are alike in many ways and very different in many ways.
In the US, for example, free market, totally unregulated capitalism, is such an ideal that Americans will fight tooth and nail for the “freedom” to be human profit fodder (for example, to be incarcerated to keep the private prison population up or to die for lack of health care to keep for-profit healthcare profits up or to pay the highest drug prices in the world to keep the profits of big pharma up.) Canadians find all that abhorrent.
On the other hand, your chances of getting super-rich in the US are much higher and they are more innovative than Canadians, in general. There is a lot more money available to fund new businesses or expansion of existing ones.
If you want to be able to carry a concealed weapon, buy a handgun or an assault rifle, then you’ll prefer the US.
Canada’s economy is doing very poorly right now thanks to a terrible government. Your healthcare will be free and there are at least some limits on how corporations can exploit or kill you for profit. We don’t have the American culture wars, ignorance is not considered a virtue, Christian fundamentalism is not a problem here, nor is systemic racism. We welcome immigrants more readily than the US.
People in Canada are polite, but reserved. People in the US are generally warmer and kinder. Violence is orders of magnitude higher in the US. Canada is one of the safest places to live, even in the largest cities.
I could go on. Each country has its pros and cons and your preference will be totally personal. If I were planning to immigrate, I would make a list of my “deal killers” (things I’d find totally unacceptable) and my “must haves” and “good to haves” and then rate each country accordingly. No one country is “better” for everyone.