The expected run value of a SB is about +0.2 runs, while the value of getting caught is -0.45 runs. So while a SB is unquestionably valuable, they usually come with so many caught stealing that the overall value of all that running ends up being very small.
For comparison, a single is worth a little under 0.9 runs, a homer is worth about 2 runs, and unintentional walk is worth a bit over 0.7 runs.
So no, a HR is not 3x the value of a SB…it’s closer to 10x as valuable. That’s why I’d rather Acuna never attempt a steal because him getting hurt and missing a week makes the team team lose out on more HR value than all his SBs will contribute for the entire season.