Investing in a mining rig, gold, bitcoin itself or some ICO which you know is legit is profitable. If you are wiling to take a little risk, you can also try altcoin trading. Overall investing is much more profitable than gambling.
Just dont get greedy and invest in some HYIP/Ponzi schemes - they are bound to steal your money.
investment is always the best if you can invest your money into your own business instead of trusting another third party with your money to give you profit.
in that sense mining is the best option but at the same time it needs a very cheap electricity and preferably if you can find cheaper mining equipment to reduce the initial investment.
also i have to say i do not agree with investing in ICOs because they are extremely risky with no reward in some cases.