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.
One thing is that risk is not a bad thing. One reason I like bitcoin is that with stocks everyone has got everything figured out, and it's very unlikely you will be the first person in the world to figure out something new about Apple stock. Bitcoin is new enough so that you could be one of the first dozen people in the world to figure out something about it that no one realized before.