The one basic issue is that the value of bitcoin is not "pinned" to anything obvious. For example, if you buy Apple stock, that is connected to the well being of the Apple corporation. With bitcoin, it's not immediately obvious what influences the price of bitcoin, which makes it less possible to figure out what can change prices.
The other issue is that bitcoin is still quite new, and there is still a lot of room for "unknown unknowns" and "growing pains". We've been trading stocks for hundreds of years, so a lot of the failure modes are well known. With bitcoin, we don't know what the failure modes are.