The critical decision at that moment of time will conclude if it is worst for not trying or failure.
This depends on the situation encountered. If a person does not know how to save another person from drowning, by trying will be worst as both you and the drowning person are likely to be dead.
On the other hand, if you are having a project to handle, without trying will be worst than failing as you will not know you may succeed in the attempt. It is a learning process so by trying will help you gain more knowledge in doing projects for career.
So, the answer for failing and never trying will be dependent on the situation encountered.