Houston vs Calgary

WSO community,

What would you choose?

Houston - the energy capital of the world, Mecca of the industry, where all fun and everything major take place (referring to O&G). To work in Houston, would be awesome. Love the city and everything associated with H-town.
However, I'm an international undergrad student, and H1B is a difficulty which I will have to face if I decide to follow Houston path.
On the other hand, Calgary is Houston of Canada which is more welcoming, and job prospects look good with potential Permanent Residence; the downside - Calgary is no match for Houston nowadays (again, talking about O&G only).
Calgary = high chance, low reward.
Houston = low chance, high reward.
I would normally go for higher reward, but in case with H1B, it's just a lottery.

What would you fellow monkeys choose?
Thanks in advance for inputs!

 

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