Since everything's possible, the better question might be why aren't more comics scary? The answer to that is that people don't want them to be. 1) The primary genre in comics is about comfort rather than fear, so it's what many people come to them expecting and as a resulting function of the market what we find scary in a modern sense has been largely unexplored. 2) The medium puts tools in the hands of the reader that they can more easily avoid being scared if they wish it, and they frequently do. 3) How most people measure scary is through the effects brought about by scary films, and the differences in the way identification works in comics as opposed to film puts comics in a bind when it comes to duplicating those effects.
Smarter people than I am about horror discuss the matter here.