Baseball is easy to tabulate stats and use them religiously because offense and defense in baseball are so defined. There is no possible way to create a defensive situation out of an offensive one, and vice versa.
In hockey, it is very easy to do the exact opposite. You can create a defensive situation by having your 4th line out there, hemming the opponents in their own end which kills time. In general, having the puck in the opponent's end for prolonged periods of time has to count somewhat for defense, if only for the fact that the puck is not in your own end.
Ultimately, I feel like trying to find a statistic that brings all that together is impossible. There are too many factors involved both offensively and defensively in a play, and in many cases, a little bit of both. +/- is as much a defensive stat as it is an offensive one, for example.
A player that is -30 can be said to be bad defensively, but can also be said to be on a line that is counted on to check the opponents' best lines (and you can never truly stop star players 100% of the time), but never scoring.. and if your line isn't scoring, racking up the minuses is inevitable.