A downhole tool includes a housing including a connection for coupling with a conveyance that extends from a terranean surface into a wellbore; a first tubular member coupled with the housing, the first tubular member including a first compound cylinder; and a second tubular member coupled with the housing and concentrically positioned radially adjacent the first tubular member, the second tubular member including a second compound cylinder, the first and second tubular members defining a pressure chamber between an inner surface of the first tubular member and an outer surface of the second tubular member.