Whats the purpose of investing in currency, compared to investing in shares ?

The purpose of all these investments is to earn profit. But it is the vehicle that you use which makes one different from the others. All are speculative investments, meaning that investors speculate which stock/currencies/funds would appreciate in value and invest on it. When the value rises, you unload. You earn profit. Your preference would largely depend on your trading personality, your appetite for risk, and your capital management principles.