It has been shown in several previous studies that the implementation of risk-reducing interventions or adoption of safer behaviours is considerably less amongst individuals with low sociodemographic status. In turn, this has led to an increasing inequality of mortality risk and a considerable challenge for societal actors. Decreasing economic hurdles, that is, making safety interventions cheaper, and increasing knowledge has often been the chosen strategies to reduce inequality and although some success has been shown in terms of specific risks, the overall trend is towards increased inequality. An assumption underlying the sociodemographic differences in prevention has been that individuals with low sociodemographic status have an incorrect understanding of their risk. However, several recent studies have shown that individuals with objectively high risk also perceive their risk as higher therefore raising the question of why—despite having a sound knowledge of risks—they more often refrain from risk-reducing interventions. One hypothesis is that individuals with low sociodemographic status (correctly) experience that they have a higher risk in relation to many different hazards. Given the greater number of risks needing to be handled, these individuals need to prioritise which risks to focus upon, thereby not necessarily prioritising the risks that society would like them to prioritise. Using a large dataset on the self-reported perception of a large number of different risks, the differences between sociodemographic groups are analysed to investigate whether an underlying issue in the inequality of risk is that lower sociodemographic status groups perceive more risks as greater than those of higher sociodemographic status.