Risk versus return
Most people are familiar with the concept of risk vs. return, i.e. in general, you must seek higher risk investments to achieve higher returns. For example, government bonds are a reasonably safe investment, but tend to provide a minimal return after inflation. In contrast, highly volatile stocks can be very risk, but can also provide a great return.
This risk/return relationship can be seen in who lends money to whom. For example:
- Banks lend money to:
- Real estate investors (relatively easily)
- Businesses (somewhat easily)
- Stock investors (with significant constraints)
Therefore, in most cases, people renting real estate, running businesses or buying stocks expect to get better returns from their activities than the bank itself (because they must first make their profit before passing some of it on to the bank).
- Businesses rent property from real estate owners
- Stocks are, in a sense, stockholders lending money to businesses (either for dividends or capital growth)
- Venture capitalists lend money to businesses
Obviously businesses range from relatively safe/conservative (e.g. mainstream banks) through to high-risk endeavours (e.g. mineral exploration companies — or Internet ‘dot coms’ 
But in general, a business has the highest level of risk, and the best opportunity for return.