yellow peril vs menace

yellow peril and menace both are nouns.

Word	Noun	Adjective	Verb	Adverb
yellow peril	Yes	No	No	No
menace	Yes	No	Yes	No

As nouns, menace is a hypernym of yellow peril; that is, menace is a word with a broader meaning than yellow peril:

yellow peril: the threat to Western civilization said to arise from the power of Asiatic peoples
menace: something that is a source of danger

Other hypernyms of yellow peril include threat.

yellow peril (noun)	menace (noun)
the threat to Western civilization said to arise from the power of Asiatic peoples	a threat or the act of threatening
	something that is a source of danger

yellow peril (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