There is a concept in Judaism called "שמד״. Shmad refers to periods in our history, such as during the Chanukah story, when it was forbidden for Jews to practice their religion under penalty of death.

In such a situation, if a Jew does practice his religion in a time of Shmad, and is put to death for it, this is the highest level of Kiddush Hashem on the level of the Ten Martyrs ( Rabbi Akiva and colleagues ).

The Rambam makes a very important point on the subject by saying the following: The reward for Kiddush Hashem applies only in a situation where the Jew was forced to live under unbearable situations. However, if the Jew had an opportunity to escape the שמד, and run away to a place of safety, and he chooses not to, this is like a dog returning to its vomit. Such a person will inherit Gehinnom and no reward of any kind awaits him.