Work for a company, create a product, have that product totally flop and all the investors lose their money? Cool, you're still making the same bi-weekly $3000.
Just to continue the analogy, an employee's monetary down side is limited to the amount of their investment, which is $0, modulo ESPPs and such. Investors can be leveraged and end up losing a multiple > 1 of their initial investment.
That's what a day job gets you.