From what I've read, Kim and Nacho had the least amount of tragedy ever. Kim had to witness Howard die right in front of him and the most amount of emotional damage Nacho suffered was from his father's life being threatened or Dog/Arturo being killed right in front of him, by Tuco and Gus respectively.
Speaking of Gus, let's talk about him. The only real source of tragedy he experienced, or rather, one of the only times he showed emotion throughout his time in the show was when his partner Max was killed right in front of him. His sobbing and grieving, while he was forced to look at his partner's cold dead eyes, was quite possibly touching for me, but afterward, Gus was as silent as a stone. He showed almost no emotion whatsoever after, so the fact that he was present at the end of Nacho's terms doesn't count as "tragedy" for him.
Going down around a little less tragic is Mike. The only tragic things he witnessed or had to endure were the death of his son by Troy Hoffman and Jack Fensky and the fact he watched Nacho die from far away. Both of those incidents ended with some revenge from Mike (he killed both Hoffman and Fensky and he participated in the poisoning of the Cartel dons), so I doubt Mike had any sort of sobbing to pull over after such avenging was done.
Going down a little deeper is Jimmy McGill, or Saul Goodman. Like Kim, he watched Howard die right in front of him. However, Jimmy was also present when he watched his childhood friend Marco pass away from a heart attack right in front of him as well. Jimmy also had to endure long hard suffering from Walter, with the latter threatening Jimmy constantly and making him feel anxious. Things spiked harder for Jimmy once the ten prison murders happened, as one of his own colleagues was among the victims.
But it's pretty obvious who is the main tragic character out of all of these, and that's good ol' Jesse. At a young age, he had to endure Combo being murdered by street dealers, and Jane dying of a drug overdose (although it hurt a little more for him once he found out that Walt didn't save Jane). He also had to watch Andrea being executed by Todd, and also watched Todd murder Drew Sharp in cold blood. He also had to shoot Gale, which, if I recall, is the first time he actually killed someone in the series. All throughout Seasons 1, 2, and 3 (up until the finale), there was nothing more than his life getting ruined by death and suffering. He just didn't know it was only a matter of time before he had to kill someone himself.
Oh yeah, he was also imprisoned in a literal cage and was a slave for almost a year after Andrea died. Jesus.
