Well, here's one to think about.
You believe in a heaven and hell, and you believe that Jesus is the only way to get to heaven. But you are wrong, and when you die you cease to exist. You have lost pretty much nothing, except maybe living a more righteous life.
On the other hand, you believe that people just die and nothing happens in the afterlife. But you are wrong, and when you die, God demands an accounting from your life. You fail. Wow, you just lost a lot.