Which security risks are you talking about specifically? Malware can only run if you download and execute it locally, otherwise yandex is as bad as any other site in my book. The only thing I’m relatively concerned with is tracking, but it’s much more of a risk for russian citizens rather than for non-russian.

Your comment sounds like it’s a website or some hacker who decides if you’re secure and not your browser. Which is obviously wrong and smells of fringe security ideas.