No OP, don't be stupid and risk TWO businesses for very little gain.
-ThopHayt
It's not that bad, plenty of legit reasons 2 sites might reference each other, just kinda not worth doing from an SEO perspective
It looks suspicious, and it links the two sites in Google's eyes. Then if they happen to share any PBNs or whatever it makes it much easier for Google to put 2 and 2 together. If OP is that desperate for links he can find safer options on the marketplace here.
-ThopHayt