People keep thinking my brother and I are together.

Idk if this is the right place to post this but whatever.

I am a female (24) and I go to the gym with my younger brother (18). People are always thinking we're dating but I feel like I try to make it obvious we're siblings. I feel like no one talks to me or approaches me because of that. But I also go with him cause I don't feel comfortable going alone. What should I do? How do I make it more obvious we're siblings?