After 5 years in a job, is it smarter to stay for stability or leave to start something of your own?

Start something of your own, if you're from a wealthy family, or you have enough of your own savings to fund it, or if you can get some investors on board to fund it.

If you don't have any of those kinds of financial backing, then stick to your job and save enough for your middle age (when corporate careers start getting tough) & beyond for retirement.