What is your method of play?
Any casino game is bound to take your money in the long run, unless you use one form of advantage play or another. Card counting in blackjack is the most common of those. You cannot get ahead by simply knowing basic strategy, at least not in the sense of making cold, hard cash. You might be able to break even if you pick the right games and if you play for comps.
Craps is worse than most blackjack, in terms of house advantage. Although one can reduce the house advantage if multiple odds are offered at the craps tables, more often than not, those odds bets don't count for comps, or if they do, they are counted at an extremely reduced rate. In terms of risk versus reward, blackjack is the better way to go for a basic strategy player.
A word of warning about the single deck games now being offered in Las Vegas. Many of them now pay only 6:5 for a blackjack, instead of the standard 3:2 payoff. The fact that they are single deck games doesn't come close to making up for the loss of 60% of the bonus you get for a blackjack. 6:5 makes the game worse than craps. There are even some houses offering 2-deck 6:5 games. You would be much better off looking for decent 6-deckers than playing those awful short pay 6:5 games.