Risk is what you can put a probability on (i.e., quantify). Uncertainty is what you can't. Uncertainty encompasses unknown unknowns. See Knight[1] and Keynes[2].

Good rule of thumb even if it sounds overly simplified.

[1]: https://www.econlib.org/library/Knight/knRUP.html

[2]: https://www.jstor.org/stable/4538116