devil & deep sea

In English: You are caught between the devil and the deep sea. -- To choose two equally bad alternatives in a serious dilemma.

Equivalent: Between a rock and a hard place. -- To be in a difficult situation from which there seems to be no escape.

In Portuguese: Se correr o bicho pega e se ficar o bicho come.-- If you run, the animal will catch you, if you stay it will eat you. = A dead end situation when there's no way out.