What's worse than not being saved?

Guys, how could ANYTHING be worse than not being saved? I've always thought this one thing IS worse: Not being saved but THINKING you are! Jesus said MANY (not few) will say to him on the last day, "But Lord, I did...." but He will say to them, "Depart from Me. I never knew you." Wow. Make sure you know that you KNOW you have been born again. There is no second chance. Jesus said, "What shall it profit a man if he gains the whole world and loses his own soul?" Let me know if you need help with this.