This is the exact same lesson I learned, painfully, with rental property. I think it probably applies to everything. In my case, despite owning property in a college town (which you would think would be a sure win), I lost a lot of money and experienced a lot of stress, and finally came to realize that I could either be a landlord, which requires personal skills I didn't have at the time (I think I might have gotten mean enough now - age helps), or I could just sell the damn thing and walk away. Doing the latter was a good move. I wish I had done it a couple of years earlier.