In It's Always Sunny, failure is the default and we wouldn't have it any other way.

It's hard to quantify which of the gang's many business failures was the worst, but they definitely failed more than once. Their first semi-official attempt at a business was in Season 3's "The Aluminum Monster vs. Fatty Magoo", when the whole gang tries to start a women's clothing factory and ends up with dozens of dresses that they cannot sell. Before that, there were a lot of projects, but they didn't have Frank's capital to start them. So what about their other attempts? Mac and Charlie's "Fight Milk" drink, made with real crows, is making people seriously ill and has gotten several fighters kicked out of the UFC. Charlie's sound mitts may have made him some money, but he accidentally sold the rights to a lawyer. The guys' door-to-door gasoline trade in "The Gang Solves the Gas Crisis" was a huge failure, their attempts to commodify Paddy's mostly ended in crime, and they just don't seem to not achieve anything. So why do fans keep tuning in to watch them fail again and again?

It should go without saying, but the gang are terrible people. Seeing them succeed would make "It's Always Sunny in Philadelphia" a very different show. Part of what makes them adorable is that they can't win, which makes them a little easier to identify. It's also funny to see terrible people suffer the consequences of their actions. Just as "Succession" is a tragedy about terrible people who have everything and still can't win, "It's Always Sunny" is a comedy about terrible people who have nothing and can't win. The important thing is that they don't win.