Three different measures of risk taking were compared to examine the support for a unitary trait of risk taking. The measures included the Sensation Seeking Scale, an experimental lottery, and a consumer product/activity risk perception questionnaire. The measures were administered to groups of subjects believed to differ in different types of risk taking propensity: gamblers, scuba divers, and students. Although differences between the subject groups were demonstrated on the individual measures, relationships between the measures were quite weak. These results indicate that references to risk taking behavior should be specified as applying to certain individual activities.