From 2009-2015, 10 countries had more deaths per million people from mass shootings than the US. ~

But that study, by a pro-gun Non profit, had some issues:

"In a widely publicized study originally released in 2015, the pro-gun nonprofit Crime Prevention Research Center (CPRC) compared the annual number of mass shooting deaths per million people in the U.S. to that of Canada and several European countries from 2009 to 2015."

And later after the table of results.

"As eye-opening as the CRPC study was, many statisticians believe the reason the results seem so counterintuitive is that they’re incorrect. One of the more detailed analyses appeared on the fact-checking website snopes.com and concluded that the CRPC report used “inappropriate statistical methods” which led to misleading results.

According to the snopes analysis, one of those inappropriate methods was the leaving out of the many European countries that had not experienced a single mass shooting between 2009-2015. This data would not have changed the position of the U.S. on the list, but its absence could lead a reader to believe—incorrectly—that the U.S. experienced fewer mass shooting fatalities per capita than all but a handful of countries in Europe. A more important oversight, again according to snopes, was the report's use of average deaths per capita instead of a more stable metric. Thanks to the smaller populations of most European countries, individual events in those countries had statistically oversized influence and warped the results. For example, Norway’s world-leading annual rate was due to a single devastating 2011 event, in which far-right extremist Anders Behring Breivik gunned down 69 people at a summer camp on the island of Utøya. Norway had zero mass shootings in 2009, 2010, 2012, 2013, 2014, and 2015."