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It really depends on your profile and your current financial situation, honestly.
Running your own business is risky and demands a lot of sacrifice in the first few years, while a regular employment contract gives you stability and benefits that are way too valuable to ignore.
If you have a family to support and high fixed expenses, employment is safer; but if you've got solid savings and solid ideas, your own business could pay off down the line.
It really comes down to how much risk you can stomach and whether you can sleep well at night while things are uncertain!
It's not really a matter of "which is better" - they're two completely different paths and risk isn't the only factor. Employment does offer security, sure, but it also puts you in a passive position where your growth gets limited to whatever the company decides to pay you. Running your own business is genuinely risky in the early years, but if you can survive that period and get the idea right, the returns can be way higher than anything you'd ever make on a salary. What really matters is whether you have enough financial reserves to get by without income for a few months and whether you actually have the patience to deal with annoying stuff like bureaucracy and uncertainty - because plenty of people want to be the boss but don't want to work 12 hours a day.
People with heavy financial responsibilities (fixed bills, dependents) breathe a lot easier with a regular job than taking the risk of starting a business, but a practical way to test it without jumping in headfirst is to start a side business while staying employed - it's not easy to juggle both, but you can validate the idea before you quit everything.
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