Out of the frying pan into the fire.
This is what came up when I looked up the English version of an old German saying.
It actually has the exact same meaning as the German counterpart, something along the line of things going from bad to worse. However, in German the saying goes: “vom Regen in die Traufe kommen”. Literally translating to: getting out of the rain into the eaves.
Quite the opposite of the English idea of worsening. Whereas you native English folks think, fire is the worst, Germans consider being flushed through the down spout is hell. Funny. But I tend to agree with the English version more.