I guess it's almost the same comparing the two. In online gambling, you are just not physically there. The possibilities of risk are less compared when you're in a casino. No people would be staring at you, but there are also instances of hacking when you've exposed yourself with your money. I would prefer online still.
Hacking is another and different issue, we are getting far from gambling. The risk is the same, but there are a lot of difference for both of it, like in online gambling you can bet in lower amounts unlike in real/physical gambling there is a minimum amount of wager before the bouncers will allow you to enter the casino.
The other difference is that in online casino we get some bonus for playing and in real casino we do not get money/bonus for entering the casino but we have to pay for a ticket for entry which make both of them opposite to each other.