Ensenada is generally a safe city. It relies heavily on tourism, so great care is taken to ensure that visitors do not feel threatened.
The U.S. Department of State says that crime in Mexico varies widely by location with the worst crime reported in the states that border the United States and the south of Mexico, mostly because of drug cartel activity. As in any large city, common sense precautions should be taken.
You can stay updated on travel warnings and safety information at this U.S. Department of State web page.