“Most” in this case is largely a function of total population. A small village of lamed-vav’niks will probably have fewer tzaddikim that a large city most of whose inhabitants are evil, but only a small minority are tzaddikim.
Then you have to define time periods and “country”. In terms of total population with a “sovereign” country, the United States in recent generations is roughly tied with Medinat Yisrael as it is today with total population, though many would argue that the Roman Empire at one point had a great population of Jews (probably at the start of the period in which Nero was elected imperator, since he started the process of many Jews looking for non-Roman areas to migrate to combined with “ethnic cleansing” of Jews in Eretz Yisrael.
So in raw number, the most “tzaddikim” would probably be found in either Eretz Yisrael today, or the Roman Empire at the end of Bayis Sheini (estimating populations in ancient times is a problem). While the US has as many persons of Jewish descent as Eretz Yisrael today, most are assimilated.
If you look at percentages, you will have to deal with many Jewish communities in which almost everyone was frum, and many were in “sovereign” city states – but until the modern period (largely due to improved medicine and food supply) populations were much lower.