It is one of the biggest killers of chicks, so there is certainly a risk, yes. Coccidia are a protozoa parasite which exist in the ground pretty much everywhere. Older chickens develop a natural immunity to it which is why there is no medication in layer feed, but chicks are particularly vulnerable. That's why medicated chick feed is so widely available. For your information, the medication is not an antibiotic or anything like that. It is usually a thiamine(vitamin B) blocker which starves any coccidia that get into the chicks gut and prevents them from multiplying and making the chick sick. Chicks die pretty quickly from coccidiosis, so it is probably best to either get them vaccinated or use medicated feed for the first few weeks or both. Chicks from hatcheries are particularly prone to coccidia, because they are hatched/raised in quite a sterile environment and then suddenly exposed to the earth when they move from the brooder to outside. Broody reared hens develop resistance to it more quickly because they are exposed to dirt from day one. Adding a scoop of dirt from your garden to the brooder each day can help them develop this natural immunity quicker.