What is the ruling of the religion on compelling the party who took money for investment to return the capital to its owner in the event of a loss, especially when no evidence of investment and loss is presented?

The described scenario—giving money to someone to trade with in exchange for a fractional share of the profit, such as one-third—is permissible and is called "Mudarabah" (profit-sharing partnership). The agent in this partnership is considered trustworthy and does not guarantee the capital except in cases of transgression or negligence. The condition of guaranteeing the capital in Mudarabah is invalid and, according to some jurists, invalidates the contract itself. It is not permissible for your friend to give the money to another Mudarib (agent) without your permission; otherwise, he would be considered a transgressor and would be liable for the money. If your friend gives your money to another trader without your permission, he is liable for the entire amount according to the Malikis. The Shafi'is have a detailed view: liability falls on the second agent if he knew that the money did not belong to your friend; otherwise, liability falls on the first agent. As for the Hanafis and Hanbalis, they give the owner of the capital the choice to hold either the first or the second agent liable. The more prevalent view is to hold the first agent (your friend) liable.