"Defensive" stocks are safer than other stock. These are stocks in companies that make things that people need and use every day (food, consumer products, pharmaceuticals, electricity, oil and gas). The price of these stocks go up and down less than the price of other stocks. They are much more "recession-proof" that the others.

The others have covered the one answer to that question. However, if your stocks are in a portfolio then lower Beta stocks are safer than high Beta stocks due to the systematic risk that can not be diversified.

large cap stocks are more volatile due to the markets general attitudes towards those stocks and speculate, however they are safer in the sense that the are less likely to go bankrupt and more likely to survive economic turmoil.

Prefered stocks are safer then commen stocks.

You get paid first if the company goes bankrupt.