Sure you could find a city in Mexico that would look like Disneyland next to Chicago. But compare Chicago to Ciudad Juarez and the murder rates are about the same (457 in 2014 in Chicago, 424 in 2014 in Juarez). And a few years ago (2010) Ciudad Juarez was the murder capital of the world with over 3000 murders.
Mexico as a country still has about twice as many murders per year as the United States while having less than one-third the population. Mexico has FAR stricter gun laws btw.
Mexico has exactly one legal gun store for the entire civilian population. Ownership of guns in "military" calibers (previously adapted by a country's military) are illegal, once reason .38 Super was developed for the M1911. The whole country probably makes NYC look like a legal gun-owners' paradise (less than 60,000 each for handgun and long gun ownership permits for 8 million residents).
Chicago ranks higher than any city in Mexico save Acapulco (which is a short-term spike due to an especially violent cartel turf war raging there). That said, most of the worst of the cartel violence in Mexico takes place in rural areas, and wouldn't make this list.
Chicago is bad and the recent news of what happened over the weekend is terrible but saying that the situation in Chicago is somehow worse than the violence in Mexico is absurdly hyperbolic.
Chicago seems to be a popular punching bag for ridiculous comparisons. I recall at the early height of violence in Iraq just after the US invasion hearing people say that the violence in Baghdad was overblown because it was still safer than Chicago.