The next release of calibre contains code that will try pretty hard to recover from a corrupted database.
Nonetheless, if you feel unsafe, you should use save to disk, as Starson suggested.
And a proper backup scheme is one which maintains differentials over at least the past few days/weeks/months
Like my backup scheme maintains the last 4 days, the last 4 weeks and the last 3 months. But of course, that sort of thing is probably too hard to set up.