I personally like to do investments than taking part in real business. They all involve taking risk but I cherish to invest than do business.
Opening a business also a kind of investment. Why don't you know about that?
Both of them has their own risks, there is no reason to compare these 2 source of incomes unless you are lazy and just want to earn money for nothing.
Well, if you opening a business you will rely on yourself but on investment you will rely on someone else.
Actually we should follow our passion, investigate and research someting (investment) or management and innovation (business).
But I saw the best path to make a good momentum for your income which is safe risk and makes sense. I want to suggest for all of you guys in this thread this video by Dan Lok
https://www.youtube.com/watch?v=hjgN-K_b7nk