danger vs menace

danger and menace both are nouns.

Word	Noun	Adjective	Verb	Adverb
danger	Yes	No	No	No
menace	Yes	No	Yes	No

As nouns, menace is a hyponym of danger; that is, menace is a word with a more specific, narrower meaning than danger:

Other hyponyms of danger include endangerment, hazard, jeopardy, peril, risk, powder keg, threat.

danger (noun)	menace (noun)
a venture undertaken without regard to possible loss or injury	a threat or the act of threatening
a dangerous place	something that is a source of danger
the condition of being susceptible to harm or injury
a cause of pain or injury or loss

danger (verb)	menace (verb)
	act in a threatening manner
	express a threat either by an utterance or a gesture
	pose a threat to; present a danger to