I've worked at 3 startups, founded 2, and worked at 1 bigco.

2/3 startups had excellent returns in the form of equity. Life changing over time. Startups: 66% hit rate.

Bigco was mentally draining and sucked. Bigco: 0% hit rate.

Starting the first company was a failure, but the second one seems to be doing pretty well. 50% hit rate.