No.
There is no penalty when you withdraw or leave a clan.
However, if you frequently jump from one clan to another, building a strong camaraderie with fellow clan mates will be difficult.
A strong relationship within clan members is a very good advantage for you and the clan.
When you have a this type of friendship, communication won’t be a problem for everyone.
Great communication can make way for planning good war strategies.
Also, when you stay in a particular clan, they will likely to promote you and trust you.
Trusted clan members are most likely to receive reinforcement troops easily and more quickly.
Therefore, moving from one clan to another is not recommended even though there is no charge from doing it.