"Ironman" at the blog Political Calculations links to a number of comparisons and concludes that yes, Canada is more violent than the US (observing along the way, "At least Canadians are polite, eh? Just don't cross them...."). You may want to look into how and why he corrects for demographic differences, but here are some of his conclusions:
We break down the number of homicides per 100,000 by method for Canada and the most demographically-similar-to-Canada portion of the U.S. population, finding that Canada's much more strict laws regulating firearms "saves" about one life for every 100,000 people, although Canadian homicide offenders have adapted to the lack of firearms available to them by making murder more brutal. ...
We find that there's an additional price to be paid for saving that one life for every 100,000 people with strict gun control laws. It turns out that after adjusting for the major demographic differences between the two nations, Canada is a much more violent place than is the U.S.
