As someone who is doing both (business and stocks) I get to experience the best and worst of both worlds. Started in stocks in 2008 when I joined wazua and was still in campus. Got bored with stocks, and stumbled into the business world in 2009/10.
I admire the Chris Kirubi/Mama Ngina model, do business and dabble into stocks at the same time (Centum/KPLC). My advice is, if you can do both, do it. The rush I get whenever we close business deals, watching the balance sheet grow and the cash-flow going from negative to positive, banks harassing you to take loans, people requesting to be investors/shareholders, landlords begging you to hire their retail spaces, you will never get that rush anywhere else. I do agree that businesses not for the faint-hearted, if you don't like hard, dirty work, keep away and stick to stocks coz hautatoboa.