Most of the time, gambling will result in you losing out, so just make sure to be careful and gamble responsibly. Investing is varied, it all depends on what you invest in. If you invest in something fairly reputable (e.g. casino bankrolls, related to gambling), then you'll probably get ROI but it'll take a long time and you shouldn't expect anything straight away.
You have a point there. Playing gambling won't be profitable, while in investment it depends on where you are putting your money in. But when it comes to risk, it is riskier to gamble than investing. The two differ in the way we start and end. Usually in gambling, you start in small, and win big, while in investment, you start small and receive smaller ROI.
But when it comes to this two, I'd definitely choose investment, atleast with that you know the risk that you are facing since you will not invest if you don't have an idea about it, while in gambling, the result is unpredictable and mostly losing.