It is not about stress. You are asking to pick between a) do same job at a different company for 2-3x income, or b) learn to do something different for a chance of smaller/same/or bigger income than in the previous case. First option requires passing somewhat stressful interviews and then it is all familiar territory. Second option has more unknowns.
> First option requires passing somewhat stressful interviews and then it is all familiar territory. Second option has more unknowns.
The most you'll ever make at a job is based on one conversation you had months or even years ago. Your income will only ever increase at steps every 6 - 12 months and, in the best case, linearly and in the worst case never increasing beyond inflation.
With a business, yes your income may be stagnant or slower, but your income isn't capped, can change rapidly, and can change on a dime rather than waiting on the next review cycle or whatever.
If you have the stomach for it, a business will long-term always give better returns for your work than a job.