I think I am lucky about the area I live in, as this has rarely happened, except for comments from white van man which I fortunately can't understand usually!
However, I was once helping to coach a session with my running club and a couple of teenagers made sexually abusive comments to me. Completely pathetic, I was old enough to be their mother. I've never been without my phone since - had I had it with me, I would have called the police (mind you, given the Sarah Everard case, they might have joined in, though my local force isn't the Met).
To add a bit of balance, my DH has received comments too but of course men just get a bit irritated, they don't feel threatened like we do. I think some people just don't like seeing other people exercising as it makes them feel inadequate.
This was why it was so bad to ban people from exercising with other people during the first lockdown (in England, and at other times in other parts of the UK) as it had a disproportionate effect on women (as ever). It's also why I am such a big parkrun fan as it gives women a safe space to run.
Don't let it put you off though, there are safe routes you can find. Or find an outdoor fitness class where you will do some running and strength and conditioning work and have fun and safety in numbers.