Home security: dog or security system

Hello, I am wondering which is the most frugal way to protect myself in my home in a really bad neighborhood in Chicago -- I'm talking about hearing gunshots and revving motorcycles a few blocks away almost every night. My neighborhood has a massive history of crimes this year including, but not limited to, gunshots, unlawful possessions of weapons, assault, theft, burglary.

I don't feel safe as a 22F. I just graduated from college and am looking for a job, but I do not have the funds to move out of my parent's house atm. I am willing to spend at most $3k this year -- that would not put me in debt and leaves extra funds in my checking account.

I just don't really know what to do or where to start. I already struggle with anxiety and paranoia and having an unsafe home environment weighs heavily on my mind. The best options I can see for myself are adopting a medium-sized dog or investing in a security system. I love animals so owning one, while it might come with its own difficulties, would make me happy and help me feel safe. But, animals are a long-term investment and I do not want to shoot myself in the foot if it's a bad financial investment compared to a security system.

I will happily take any advice.