In comparison to resort Alpine skiing, my two cents:
I do have to add that one nice thing about climbing is that while there are objective hazards, accidents caused by climber ignorance, fatigue, confusion or mistake and also environmental risks (HACE, hypothermia, etc.), climbing has fewer risks than skiing when one looks at the kind of joint damage--knees in particular--typical in long time skiers.
I don't know ANYONE who has blown out a knee climbing. I know quite a few people that have blown knees or are having a ton of trouble just getting around in their 50's from skiing.
I would also add that climbing as a sport has far less risk than sports like football, hockey and rugby in terms of the risk of head injury (not to mention all sorts of bruises, tears, breaks, strains, pulls and sprains).