Голой овцы не стригут

You can take nothing from a man who has not got anything

Cf: It is very hard to shave an egg (Am., Br.). No man can flay a stone (Am., Br.). No one can give what he hasn't got (Am.). Sue a beggar and get a louse (Br.). Sue a beggar, and you'll get a louse (Am.). You can't draw water from a dry well (Am.). You can't get (pick, take) feathers off a toad (Am.). You can't take the shirt off a naked man (Am.). You go to a goat (an ass) for wool (Br.)