Are you talking about investing in the foreign exchange market itself, or do you mean investing in companies that invest in the foreign exchange market? If you are looking to invest in forex, it can be very difficult as things fluctuate up and down all the time (more-so than stock market investing). Unlike companies, you are not investing in an actual product. That being said, it can also be very lucrative and you only have to keep tabs on a few currencies rather than a thousand companies. I personally think the risk is very similar but prefer forex myself. If you are interested, I would suggest visiting http://babypips.com to learn.