Is it easy to start and run a business on your own?
90% failure rate bro! I will list some of the tasks from easiest to hardest:
Paperwork to start a business
Creating a logo
Finding startup capital
Negotiating office space
Building a MVP prototype of your product/service.
Making payroll every 2 weeks
Building out your products / services
Finding new clients
Competing against folks just as good as you (if not better)
Keeping clients happy
Fighting off patent trolls
Hiring GOOD staff
Keeping staff inspired & motivated
Remaining profitable while keeping all the above in line.
The only thing more difficult is trading stocks which has a 95% failure rate. To answer your question, starting & running a business is 10x more difficult than you can possibly imagine, but 10x more rewarding when things go well.