A lot depends on where you live, and what you are. Drive-by shootings do occur, but then they occur in downtown LA or SD as well. Theft and robberies are still very common. Standards of living are lower than in the US, you leave some items outside with no fence 'cause you don't see much value in it, and an above-average Mexican has to work and save money for several months to buy it.
Targeted hits are common too, not necessarily drug-related. Gringos with permanent status are working, running some business. Locals know everything, they know when there is a payday in your company so there is more cash on premises. The whole country is still poor and with backwards mentality.