Opposite to “A rising tide lifts all boats”

Wolfgang Mieder, A Dictionary of American Proverbs (1992) suggests three (seemingly related) sayings that use rain as a metaphor. The most familiar of these (noted by Greybeard in a comment beneath the posted question) is

Rain falls alike on the just and the unjust.

The sense here is that when large-scale trouble occurs, there is no discrimination between victims on the basis of their personal virtue or vice.

A similar sentiment is expressed in this alternative saying:

All who travel in the rain get wet.

...except that here the question of personal merit doesn't come up at all.

A slightly different take on the underlying idea appears in this saying:

The rain that rains on everybody else can't keep you dry.

That is, the particular misfortunes that others suffer in a general calamity don't immunize you from injury or even (in any practical sense) reduce your own exposure to harm.

On a similarly nautical theme "They're all in the same boat" could be worked into a sentence to get something close. This phrase implies that they have a shared fate; usually with negative connotations.

misery loves company

Misery Loves Company Aplenty Among Apparel Retailers

Apparel merchants as a group are seeing their stocks perform terribly so far in 2019, with only a handful in positive territory.

I've been fascinated by the plight of retail for quite some time, but the numbers may be more astounding than you might think. I'll be taking apart various retail segments from time to time in future columns, but wanted to start with apparel, which may be in a depression, let alone a bear market. Jonathan Heller; realmoneythestreet.com

Fallout from the coronavirus pandemic flattened hopes for a grain market rebound in the first half of March. Misery loves company, and farmers weren’t the only ones steamrolled. Markets finally bounced on Friday, but not before Wall Street officially entered bear market territory and new crop futures for corn and soybeans slumped to new contract lows. "How long will market chaos reign?"; farmprogress.com