There's a high failure rate in finance, too - it's just hidden in the "up or out" culture. It's a very winner-takes-all kind of place, from what I've heard.
The other thing to keep in mind about failure rates is where you end up if you fail - what other careers you can go into with the same education. (In the case of startups, you can keep trying more startups, and you're more likely to succeed on the second or third than you were on the first. I don't know how it is in finance.)
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.