For example: nicotine is much more addictive (has to do with the speed with which tolerance for a substance is increased) than, say, THC. Which is yet again different from LSD. There are a whole host of factors, and a spectrum of "how dangerous $DRUG is".
(disclosure: it's my pet peeve when people make lump statements about "all drugs")
I recommend you reading about the delta FOSB protein. There is promising research towards unifying all, or almost all, addictions with a single, coherent theory. In this light, drugs are really beginning to look very similar to one another.