As this article notes,

[W]ith Greenland, Trump and his advisers are seeking control — even raising the possibility of military action — of a territory that is democratic, strategically located in the Arctic, and part of NATO. Canada is all of those things, too. 

Greenland and Canada also have substantial natural resources (Canada has far more). But Greenland is a country of fewer than 60,000 people, while Canada is a nation of roughly 40 million. As the article goes on to discuss, the more realistic threat to Canada comes from economic coercion by the U.S. Canada is currently heavily dependent on access to U.S. markets, although the current Canadian Prime Minister is taking steps to change that.