If your hotel is in Harbor East, it is a fine walk from Ramshead to the hotel. If your hotel is downtown, take an Uber. Also fine to walk from Little Italy to Ramshead prior to the show. As someone else said, avoid Baltimore Street at all costs. Not because of any danger necessarily, it’s just grimy.

The risk of danger in that area of Baltimore is no more than any public area of DC (outside of the sterilized mall).