"So free we seem, so fettered we are!"
Robert Browning (1812 -1889) British poet.
I am an entrepreneur, now having worked much longer in my own companies than those owned by others.
I can tell you without hesitation, what Mr. Browning says is true.
Start your own company if you like.
But do so understanding that no matter how things turn out you will have only traded one bondage for another.