You’re more likely to die while jogging. So, stay safe and go scuba diving instead!
Seriously, scuba diving is generally a safe and low-risk sport. However, like literally any activity in life, it does carry some risk. The majority of injuries and deaths are due to diver error, so it is important to get a proper diving education and follow the rules you learned in your course. Divers with health issues are also at a higher risk, so if you have any medical issues, see your doctor to check if you can go diving.