Not being able to display pygame.freetype text

I'm trying to make a game where the player has to dodge asteroids coming, and I'd like to display the lives. I looked up some tutorials and decided to settle on pygame.freetype. When I run the code though, the text does not show up like it did when I ran the example code.

Here is the code:

import pygame, random, time, pygame.freetype

from pygame.locals import (
    RLEACCEL,
    K_UP,
    K_DOWN,
    K_RIGHT,
    K_LEFT,
    K_SPACE,
    K_ESCAPE,
    KEYDOWN,
    QUIT,
)

class Player(pygame.sprite.Sprite):
    def __init__(self):
        super(Player, self).__init__()
        self.surf = pygame.image.load("ship.png").convert()
        self.surf.set_colorkey((255, 255, 255), RLEACCEL)
        self.rect = self.surf.get_rect()
        self.lives = 3

    def update(self, pressed_keys):
        if pressed_keys[K_UP]:
            self.rect.move_ip(0, -5)
            move_sound.play()
        if pressed_keys[K_DOWN]:
            self.rect.move_ip(0, 5)
            move_sound.play()
        if pressed_keys[K_RIGHT]:
            self.rect.move_ip(5, 0)
            move_sound.play()
        if pressed_keys[K_LEFT]:
            self.rect.move_ip(-5, 0)
            move_sound.play()

        if self.rect.left < 0:
            self.rect.left = 0
        if self.rect.right > SCREEN_WIDTH:
            self.rect.right = SCREEN_WIDTH
            pygame.mixer.music.stop()
            move_sound.stop()
            self.kill()
            win_sound.play()
            time.sleep(3)
            raise SystemExit(0)

        if self.rect.top <= 0:
            self.rect.top = 0
        if self.rect.bottom >= SCREEN_HEIGHT:
            self.rect.bottom = SCREEN_HEIGHT

class Asteroid(pygame.sprite.Sprite):
    def __init__(self):
        super(Asteroid, self).__init__()

        self.surf = pygame.image.load("asteroid.png").convert()
        self.surf.set_colorkey((255, 255, 255), RLEACCEL)
        self.rect = self.surf.get_rect(
            center=(
            random.randint(SCREEN_WIDTH + 20, SCREEN_WIDTH + 100),
            random.randint(0, SCREEN_HEIGHT),
            )
        )
        
        self.speed = random.randint(5,20)
        self.collided_with_player = False

    def update(self):
        self.rect.move_ip(-self.speed, 0)
        if self.rect.right < 0:
            self.kill()


    def remove(self):
        self.kill()


SCREEN_WIDTH = 800
SCREEN_HEIGHT = 600

pygame.mixer.init()

pygame.mixer.music.load("music.wav")
pygame.mixer.music.play(loops=-1)

win_sound = pygame.mixer.Sound("game_win.wav")
hit_sound = pygame.mixer.Sound("hit_sound.wav")
move_sound = pygame.mixer.Sound("move_sound.wav")
move_sound.set_volume(.03)

pygame.init()
screen = pygame.display.set_mode((SCREEN_WIDTH, SCREEN_HEIGHT))

ADDENEMY = pygame.USEREVENT + 1
pygame.time.set_timer(ADDENEMY, 250)

player = Player()

enemies = pygame.sprite.Group()
all_sprites = pygame.sprite.Group()
all_sprites.add(player)
score_font = pygame.freetype.Font("myfont.ttf", 24)


clock = pygame.time.Clock()
running = True

while running:
    score_font.render_to(screen, (40, 350), "Hello World!", (255, 255, 255))

    for event in pygame.event.get():
        if event.type == KEYDOWN:
            if event.key == K_ESCAPE:
                running = False

        elif event.type == QUIT:
            running = False

        elif event.type == ADDENEMY:
            new_Asteroid = Asteroid()
            enemies.add(new_Asteroid)
            all_sprites.add(new_Asteroid)

    pressed_keys = pygame.key.get_pressed()
    player.update(pressed_keys)
    enemies.update()

    screen.fill((0,0,0))

    for entity in all_sprites:
        screen.blit(entity.surf, entity.rect)

        if pygame.sprite.spritecollideany(player, enemies):
            if not new_Asteroid.collided_with_player:
                player.lives -= 1
                print(player.lives)
                new_Asteroid.collided_with_player = True
                move_sound.stop()
                hit_sound.play()

                if player.lives == 0:
                    player.kill()
                    running = False

    pygame.display.flip()
    clock.tick(30)
```