The startup can get you hired at bigcorp at a higher level than if you joined and crawled up the ladder. This is never mentioned when discussing comp comparisons.
Yeah, but it's still a gamble. Unless you become a VP/Director it's tough to get to a sufficiently high level to make it worth it. It's rare, for instance, for someone from a start-up to come in as a Staff/Senior Staff engineer (L6/7).