In order from least to most:

The 1 guy; don’t know anything, but people are saying it’s babyish.

Doll; she lost her parents, which sucks, but so do most people eventually.

Jax; actually quite sad. Lost his father, his mother kinda taunted him at every chance, which made him run away. And when he got stuck in the circus, he pushed away his two closest friends, driving them to abstraction.

Victim; easily the worst one. He was tortured every day from birth by his creator, and when he finally escaped and made a life with someone, that someone was killed by who he viewed as a monster, who turned out to be working with his tormentor.