be out of the frying pan (and) into the fire
To be out of or free from some bad, stressful, or dangerous situation, only to become embroiled in one that is even worse. Those poor refugees are out of the frying pan and into the fire. After escaping from famine, they've ended up in a war zone. I thought my old job was stressful, but my new one is 10 times worse. It feels like I'm out of the frying pan into the fire. A: "Now that Christmas is over, shouldn't things be less hectic for you?" B: "Nope, in our family, we have five birthdays between December 27 and January 8. Every Christmas, we're pretty much out of the frying pan and into the fire."
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