Before comparing specific investments, it helps to understand what the basic building blocks actually are.
Stocks: owning a small piece of a company
A stock is a share of ownership in a company. If the company grows and becomes more valuable, the value of your share can rise; if it struggles, the value can fall — including to zero in the worst case. Stocks are generally considered higher risk and higher potential return than bonds, because a company's future is uncertain.
Bonds: lending money for interest
A bond is essentially a loan. You lend money to a government or a company, and in return they agree to pay you interest over time and return your original amount (the "principal") at the end of a set period. Bonds are generally considered lower risk than stocks, but they also usually offer lower long-term returns.
Index funds: many investments in one
An index fund pools money from many investors to buy a broad basket of stocks or bonds that track a market index (like a country's largest companies). Instead of betting on one company doing well, you get a small slice of many companies at once, which spreads out the risk of any single company doing poorly.
Why risk and time horizon matter together
Every one of these carries some risk of losing value, especially in the short term. Generally, money you'll need soon (within a couple of years) is kept in lower-risk places, while money you won't touch for many years has more time to recover from short-term drops — but "generally" isn't personal advice, since your own timeline, other savings, and comfort with risk all matter.
This is education, not a recommendation
Nothing above is a suggestion to buy any specific stock, bond, or fund. Before investing real money, it's worth learning how fees, taxes, and diversification work, and talking to a licensed financial professional about your specific situation.