Stress
Being a clown is the opposite of stressful...unless you're the sort of person who stresses out over being hit in the face with a lemon meringue pie. And if you are stressed about that, well...get over it. You'll be taking lots of meringue pies to the face in your career. Just something that comes with the job.
Claustrophobia could also be a legitimate stressor. Those clown cars fit a whole lot of people inside of them, and if you're going to be a pro clown you'll need to realize it isn't exactly "magic" allowing that to happen.
Off the job, if business is slow, you might get worried over how you're going to pay the rent. It's the same stress as many low-paying jobs, but even worse if you're working for yourself. One month without a birthday party and things can get hairy, penny-wise.