Investing as a company vs individual.

We are a group of 3 people invested in stocks(and other ventures) and having a net worth of 200,000 USD. We do not have any realized gains on the investment we made so no need to worry about taxes now. I would like to know if we can save on taxes if we form as a company and do invest rather than as an individual. I would like to know pros and cons of each approach and expenditures involved in both scenarios.

Few more details about our scenario:

I am from the USA.

We three are having the annual income from a regular job.

I am not looking for an investment advise. I am looking for your suggestions on how can we save money on taxes.