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Costs and storage. You don't stop at the ring. You need a lighting and PA system, stage set up and entrance way, good to decent looking championship belts run up to $500-5'000 and wrestlers treat them like shit, a truck and a trailer to haul the ring around to venues that are willing to host it such as bars or gyms and they need a ceiling high enough not to fuck up those who go to the top rope, and rings take a LOT of abuse. Every little thing add up such as ropes and wear and tear on the canvas and such with all those bodies and transportation wearing down on it. All the customizable logos on the canvas, aprons and turnbuckles add to those costs as well. You may also want to get other amenities such as ring steps, guardrails, floor mats for the outside and ring bells. So you need at least about a good $25'000 start up capital to even get going and keep it up. Never mind promotion such as internet or tv spots, radio ads, posters and other means of getting your products name out there.
Then there's the wrestlers. If you buddy up to a local group and offer them another place for their wrestlers to wrestle in for a small slice of the profits, that's one thing. If you start from the ground up and hire an actual wrestler to train new guys, that's another. Then you have to deal with backstage drama which sometimes happens between them and be the mediator or simply fire them. Wrestlers show up drunk, high, late, or not at all. If you want to get big enough to try and see if you can get some sponsors, there will be certain things they do and do not want to connotate with their product such as blood, barbwire and ultraviolence and such. You also have to take into fees about renting the venues, the snack and concession costs, building codes, being able to serve alcohol, all sorts of ass sores that nobody really wants to work or deal with. There's a reason anyone in the business would tell you not to get into it.