Performance-wise your biggest hit will be if you are processing these stats in a tick method. Regardless whether they are in the actor or component, if you are ticking each and every frame you will use up CPU resources. Best practice is to put the stats somewhere sensible and modify them based on events, rather than polling each frame.
As for where is best to put them, object-oriented design will tell you to put them with the logic responsible for them, probably as actor in this case. I can’t see a huge problem putting them in their own component either though to be honest.