It depends. If you enjoyed doing the "work" that earned the money, then that might be better. But if you were just working for the money, then winning is better.
And nimue is right to an extent too, a lot of money "won" is also earned.
I would think that serious handicappers (not me) would have to treat betting like a job in order to become any good at it. When you work really hard at it, the money is no longer won, it is earned imo.