As the COVID-19 pandemic is challenging healthcare systems worldwide, early identification of patients with a high risk of complication is crucial. We present a prognostic model predicting critical state within 28 days following COVID-19 diagnosis trained on data from US electronic health records (IBM Explorys), including demographics, comorbidities, symptoms, and hospitalization. Out of 15753 COVID-19 patients, 2050 went into critical state or deceased. Non-random train-test splits by time were repeated 100 times and led to a ROC AUC of 0.861 [0.838, 0.883] and a precision-recall AUC of 0.434 [0.414, 0.485] (median and interquartile range). The interpretability analysis confirmed evidence on major risk factors (e.g., older age, higher BMI, male gender, diabetes, and cardiovascular disease) in an efficient way compared to clinical studies, demonstrating the model validity. Such personalized predictions could enable fine-graded risk stratification for optimized care management.