For me I will say it depends on what you invest on or what the Entrepreneur is dealing on. But I like Entrepreneurship more, and I would pick entrepreneur, because being an entrepreneur you are independent and you gain your money all by your self, and if you're a good entrepreneur who haveajy skills and ideas then you'll progress to the next level.
I am not saying that investors are not doing well too. In our society today most investors and entrepreneurs are doing well, and making earns.