That's a very broad generalization. Everybody has a different experience, depending on the field, their advisor, their lab, their skills, their personality and so on...

To me, a PhD was pretty much like any other job. The last couple of months were bit harder because of the final deadline, but nothing drastic when you're young. My current job in industry is more stressful overall.

What sucked for me was after the PhD, being an academic, but it's another story.