With accent marks:
Нет ху́да без добра́.
There is no bad withouth good.
You can always get something useful from any difficult situation.
The closest English equivalent: every cloud has a silver lining.
Other Russian proverbs
If you like sledding, you should like to carry the sled.
Beast runs towards the hunter.
The one who walks will go through.
With a darling, even a hut is a paradise.
Another's soul is darkness.
Better late than never.
We got what we fought for.
You can't command to the heart.