I would say Lady Gaga. She could've continued to make fun, easy to listen/dance to dance-pop music, but instead she decided to use her power to raise awareness to an issue at the time. For that, I respect her. However, Born This Way was a very polarizing album, and a lot of casual fans, like I, jumped ship. I think her intent was in the right place, but her execution was poor. A lot of the songs felt pretentious and sounded too noisy imo. Unfortunately, it kind of killed her career momentum. She's still a big celebrity, but she probably won't ever reach the same heights that she did in the beginning of her career.
But who knows, she'll probably take another risk and do like glam pop/rock and revive herself as a musician, she really is unpredictable.
Gaga made The Fame specifically to breakthrough into the pop industry. That was a risk itself. She would never put out another album like that because she's famous now.
From Captivated to Just Dance.
From Just Dance to Dance In The Dark.
From Dance In The Dark to Born This Way.
From Born This Way to ARTPOP.
From ARTPOP to Lush Life.
From Lush Life to I Want Your Love.
You can change any track to another track from each album (sans Captivated and I Want Your Love) and you'll still notice the difference between each era. Plus I'm not even gonna bother explaining BTW impact on LGBT Community.
Beyonce is the safest pop star around along with Taylor.
Gaga is not exactly risky either tho, pandering to LGBT now or releasing a cover album of universally loved standards with somene respected as Tony isnt risky in any way, shape or form. More like the oposite.