No.

A search of the CERT database shows more reported vulnerabilities in MS SQL than MySQL. On the plus side, Oracle seems to be much worse. MySQL being open source also gives it the advantage of community review so that developers and hackers can explore the code and find and patch vulnerabilities before the product ships, reducing the number of vulnerabilities in the final product. But any product, especially one designed to be used on the Internet, will have exploits. The important thing is finding the patches and applying them promptly, as well as ensuring that the application is well protected - direct access to the database is restricted, and all scripts that access the database are secured. I have seen extremely well secured databases that have been wiped out by a user adding a few extra characters to a login screen.

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