Juba makes the social universe of Rome quite clear. Some things, like valuable and ferocious lions, have more value than people like the gladiators. That's why there aren't any lions in the arena, folks.
PROXIMO: I shall be closer to you for the next few days, which will be the last of your miserable lives, than that b**** of a mother that brought you screaming into this world. I did not pay good money for you for your company. I paid it so that I could profit from your death. And as your mother was there at your beginning, so I shall be there at your end.
Proximo takes Juba's remarks a step further, and points out that slaves are just investments, nothing more. In fact, they are a special kind of investment, one that can be valuable even if it is destroyed ("profit from your death"). Lucky for us, Proximo eventually comes to see Maximus as a real human and not just a slave.
LUCILLA: Today I saw a slave become more powerful than the emperor of Rome.
This is one of the major themes in Gladiator: the true power that even a slave can wield. Commodus wants so desperately to kill Maximus, and yet he can't because the crowd loves him. He has to do what the crowd wants, and the crowd wants Maximus alive.
SENATOR GRACCHUS: Conjure magic for them and they'll be distracted. Take away their freedom, and still they'll roar.
The Roma populace is easily enslaved, Gracchus suggests. All it takes is some "magic" (i.e. the spectacle of gladiator games) and you can take away their freedom with no problem at all.
LUCILLA: I have been living in a prison of fear since that day.
Lucilla's life is the life of a slave, no question about it. She has to walk around on eggshells for fear of angering her brother. Her life is a "prison," just like Maximus's.
MAXIMUS: I am a slave. What possible difference can I make?
It takes Maximus a while to realize that, despite the fact he's a slave, he wields enormous power. When Lucilla visits him after his arrival in Rome, he's not ready to accept that fact.