When it comes to security, the risk is the same I would say.

Both are just firmware.
If the bad guys find a way to overwrite the firmware with their own…

Both are doing the same.
Initializing the hardware and start the OS.
Main difference is that a BIOS is using 16 bit mode which limits the amount of code that can be read and executed.

While a BIOS has all code on the chip, EUFI is storing information in a file on a ESP partition on the drive.