Teddy Roosevelt once opined, “In any moment of decision, the best thing you can do is the right thing, the next best thing is the wrong thing, and the worst thing you can do is nothing.”

Most people would probably agree with this sage advice, but few are willing to act upon it. That’s because they’re paralyzed with fear of taking risks. What’s more, they don’t even understand risk to begin with.

Let’s say you’re thinking of leaving your traditional 9-to-5 job to start your own business. Sounds risky, right? You’re giving up a “guaranteed” income to venture into the unknown. Your new business could fail. You could lose money. And perhaps worst of all, you open yourself up to criticism.

On the other hand, no one ever faces criticism for staying the course of traditional employment. It seems the safest path, after all. It’s the least risky way to earn a living and provide for your family — or so we’ve been led to believe.

In reality, you’re simply ignoring the inherent risks of working for someone else. Remember, you could get laid off, fired, replaced, or demoted at any time, for almost any reason. The company you work for could go even out of business. Thus, you have almost no control over your employment situation. Isn’t that really just a whole lot of risk disguised as security?

Of course, you don’t have to take the drastic step of leaving your job to take a risk. It can be as simple as sharing a new idea with your boss. Even better, you could start a new project on the side without even asking. Even simpler, you could choose to document an important work process that only you know how to do. All of these things are clearly better than doing nothing, and carry some small amount of risk.

It’s natural to fear risk, but be sure your fears are directed towards the biggest risk: doing nothing.