You probably won't find any statistics, but I can give you some personal anecdotes. I met my wife two weeks after she got a tenure track job at a tier 1 univers

You probably won't find any statistics, but I can give you some personal anecdotes. I met my wife two weeks after she got a tenure track job at a tier 1 university. She spent 5 years working very hard - weekend, nights, no vacations - and got tenure (after writing a book and publishing a dozen papers). Part way through that process I started a company that grew within 4 years to 20 employees. From my perspective it seems like it takes similar effort and dedication. Or a my wife puts it "nobody gets a PhD and tenure because they think it would be nice to have. It is just too much work if you are not committed". So if you are considering one or the other, think of them as the same amount of work. I would choose the startup. As _delirium says it is much easier to fail and start over with a startup than it is with tenured professor jobs. Some people don't get tenure, I personally know two people that didn't make it. Also consider that when you are a professor there are very very few jobs to choose from. There is only one university within a 100 miles of my house that my wife could work at, so how can she change jobs without us having to move? The number of academic couples that live in different cities for work is staggering. My wife was offered a job last year that was 2000 miles away which would make it a tough commute. For a final thought, I have tried to convince my wife to move to private industry for the past 5 years. She won't even consider it, but if she did move she would get paid much more and have many more job choices.