I honestly don't recommend running AV software on the Mac. One of the primary reasons is that the value-add is low. Most macOS realtime scanners are just kernel extensions that try to intrusively hook on filesystem calls, and such actions can lead to deadlocks and kernel panics when updating the OS. Apple should provide a better API for scanning.
In terms of protections, the OS has many layers built in. GateKeeper is like Windows Defender SmartScreen and almost all Mac malware requires going out of your way to click through those. There is a signature based scanner built into the OS's startup procedure to look for permanently installed malware, and since the recent versions, System Integrity Protection marks those areas of the OS read-only and not modifiable unless you reboot into the recovery mode to disable this feature.
Finally, Catalina has ransomware protection built in -- it prompts you when an application (signed or not) reaches into your Documents, Downloads, and other sensitive areas of your system without you selecting a file from there via a prompt.
Overall, yes, Mac malware does exist, but a realtime AV scanner's risks IMO do not outweigh their benefits. Most macOS antimalware engines are in their infancy and they have marginal value as a static scanner, and almost no value as a realtime scanner.