Each career path will enable you to provide therapy but each field is unique in their overall philosophy and approach. I believe that a clinical psychologist receives more training in providing psychotherapy and that for many people when they say, "I want to be a therapist", this is what they are thinking about. Social work tends to be more geared towards providing services to disadvantaged populations such as abuse victims and people with serious mental health issues. Also, when you say that you are not interested in teaching, maybe not a professor at a university, but either path will often involve quite a bit of informal or formal teaching abilities.
As far as return on investment goes. The odds are better that you would make more as a clinical psychologist and have more career options. You would pay a lot more for the degree if you can't get into a funded PhD program. If you can't get into a better PsyD program, then you might pay a lot for the degree and not be able to match and become licensed as a psychologist or be limited in opportunities.
For myself, becoming a psychologist was the best choice and I have never thought that I would rather have been a social worker. I have thought at times that maybe being a psychiatrist might have been a better choice, but that is mainly because they make more and also have the ability to prescribe. However, as someone who sees first hand the devastating effects an over-reliance on medications can have on patients in the long term, particularly those with addictions or early childhood trauma, I really have no regrets about my choice. My interventions are safer and often more effective than medications and we have the psychological research to back that up.