It depends on each malware capability. Malware which created with intention of earning money illegal usually doesn't damage your wallet software/file, but rather copy your wallet file along with it's content (private key, transaction/address note, etc.). They also may put keylogger on your system in order to obtain password when you access your wallet file.


It's just like how you secure your device in general. But as mentioned by other member, using hardware wallet or using your device only for Bitcoin (and optionally doesn't connect to internet) is generally better option.