As to your other indicators, are you really talking about the “average person” or the poorest people? Because there is a big difference, and in the US we have deliberately chosen to optimize for lower taxes on the middle class at the expense of weaker safety nets for the lowest class. Take, for example, income mobility. For the top 80% it’s similar between the US and Denmark: https://archive.nytimes.com/www.nytimes.com/interactive/2012.... Someone born in the second to lowest quantile, for example, has a similar shot at rising to the top quantile in the US and Denmark.
As to health indicators it’s similar, although also complicated by demographic and diet differences. Asian Americans have the longest life expectancy of pretty much anyone in the world, including people in Hong Kong, Singapore, or Japan. It’s not because there is an alternate, Asian only health system. It’s because Asian Americans are largely outside the bottom quantile, and a lot of the things that drag down the US in the overall average are a function of very bad results in the bottom quantile.
By all the measures that actually indicate how life is for the average person on the street, not just the ones about how much stuff you use up.
The US is at or very near the worst among OECD countries in: infant mortality, child poverty, child health and safety, life expectancy at birth, healthy life expectancy, rate of obesity, disability-adjusted life years, doctors per 1000 people, deaths from treatable conditions, rate of mental health disorders, rate of drug abuse, rate of prescription drug use, incarceration rate, rate of assaults, rate of homicides, income inequality, wealth inequality, and economic mobility.
In many of those, it's 2x to 5x worse than other countries.