It's not about just starting a business but employing folks, working with them as a team, sharing ideas with them and collectively become stakeholders of a new creation. The ultimate source of stress reduction is the people or folks, not material wealth!
The autonomy you gain from starting a business is also a big deal. You can work long and hard with low stress when you are the one making decisions. Burnout comes from being powerless and at the mercy of someone else.