This is false since an Entrepreneur is a person that starts their own business and that requires to face a lot of challenges, take a lot of risks and if it works out, it il give a lot of rewards an even if it doesn't work out the person will get a lot of personal growth and learning which can be considered a rewards somehow.
Some of the challenges that entrepreneurs have to face are Cash flow management, time management, choosing what product or service to sell, etc.
On the risks department, they could have to face Lack of economic stability at the beginning, trusting partners or employees, sacrificing private capital, etc.
In the end, the rewards they could get are being your own boss, knowledge and experience, absolute control over your professional life.