What is your preferred weapon of self-defense? Have you considered carrying a stun gun? They make them quite compact nowadays if that's the thing you would rather carry. In addition there are other choices, such as pepper spray.
Might I would recommend having several option on your person with regards to self defense. It might be a great idea. In case you can't get to one, you can use the other one. Or you may use both in an attempt to make sure you are safe and secure in times that is threatening. You will never know when a stun gun or identical self-defense product might be useful.