For Danica Patrick, it was never really about the thrill of racing NASCAR or Indy cars at more than 200 miles per hour. Now that she's hung up her helmet and fire suit for her next chapter as an entrepreneur, she said she doesn't miss the track. That wasn't the point in the first place.

"For me it was about setting goals and accomplishing them," she said during our conversation on 'The Art of Leading.' "I'm a very big believer in setting goals."

She's now focused on building her portfolio of businesses: Somnium, her Napa vineyard; Warrior by Danica Patrick, her athleisure clothing line; promoting her health and fitness book, "Pretty Intense," and serving as the spokesperson for GoDaddy, which made her the face of 13 Super Bowl commercials.

It's a very different life than racing, and she's building new muscles as an entrepreneur and letting go of some old ones.

"I'm having to take more of a hands-on approach now," she said. "With racing, I drove the car, but I couldn't set it up. None of that other stuff was part of me. I had people who planned all my schedules for everything, so there very few details that I had to worry about. I just had to be sharp. I had to be present, and I had to deliver when the time came. So my switch was very on-off for the jobs that I had to do."

Her new career as an entrepreneur requires a very different approach. "I feel like I'm having to be a little more detail-oriented, and follow up and ask a lot of questions and educate myself. They're new companies and it's an important part of the process right now."