There's no problem with making investments. It doesn't matter which status you're on, as the matter of fact - you can invest in the US without being present in the country at all. Make sure you're aware of all the tax and other legal issues regarding being a business owner or an investor in the US and fill all the appropriate forms and reports. As long as you're only a passive investor, and not in fact working (even without being paid salary) in the enterprise, your legal status has nothing to do with it.
If you're getting shares in the business in return for some work (whatever it may be), and not in return to the money you've invested, then it is basically an employment arrangement, and you have to have a valid EAD for this (or any) employer.
