Difficult to say exactly. Both are definitely high-risk industries. The key difference is probably the timespan over which you make your money. A moderately successful entrepreneur might work hard for five years, sell his company for $20M, and get $4M of that. A moderately successful financier might work hard for thirty years, and make $500K - $2M every year that he works. Essentially, successful financiers tend to be older (50s and up) while successful entrepreneurs tend to be younger.