But in the baseball world, that seems to be the case with the 2015 World Series winners, the Kansas City Royals.
After coming agonizingly close to triumphing in the Fall Classic in 2014 -- falling just short of defeating the San Francisco Giants -- the team regrouped and went one better last year, knocking off the New York Mets in five games to win a first World Series since 1985.
Any perceived lack of love for the Royals doesn't faze first baseman Eric Hosmer, who happens to be coming off the best season of his five-year MLB career, with 18 home runs, and 93 Runs Batted In.
"We just worry about what goes on in our locker room," he tells CNN from the Royals' spring training camp in Surprise, Arizona.
"I think we've all gotten used to not being at the top of the predictions and not being picked to win everything, so I think it's something that we really just don't pay attention to anymore.
"We like to focus on what's going on in our locker room and really just stay dialed in with what we got going on and we've found out that recipe has worked for us so we want to continue on with that and not change a thing."
First time for everything
The recipe started to come together in 2014, when the Royals made the playoffs for the first time in 29 years, breaking what was then the longest drought in any of the major North American leagues.
A World Series run was unexpected, especially when the Royals were on the brink of elimination in the Wild Card game to the Oakland Athletics.
But that fairytale run to the Fall Classic was improved upon by going one better last season.
"It was incredible, Hosmer enthuses, "you know it really was, the whole entire run.
"To do it with a city that hasn't experienced their team in the playoffs since 1985, and to go to back to back World Series and finally get over that hump was unbelievable.
"Just to go through that whole experience of winning -- having the parade, and seeing the turnout that we got in Kansas City and how the community reacted to it -- was truly a dream come true for all of us."
But, despite the back-to-back World Series appearances, the bookmakers prefer to look elsewhere for a 2016 winner.
The admittedly stacked Chicago Cubs enter the new season as favorites, having added the bats of Jason Heyward and Ben Zobrist, and new pitcher John Lackey, who will slot in behind aces Jake Arrieta and Jon Lester.
Then there's the San Francisco Giants and Boston Red Sox -- aside from the Royals, the two most recent winners -- which both have a penchant for either triumphing in even numbered years (the Giants, in 2010, '12 and '14) or fluctuating between a last or first-placed finish (the Red Sox, who won the World Series in 2013 but came rock bottom in their division in 2012, '14 and '15).
The Toronto Blue Jays will be looking to go one better than last year, when it lost out to the Royals in the American League Championship Series (the same applies to World Series runners-up, the Mets).
Meanwhile, the Washington Nationals, led by batting and pitching phenoms Bryce Harper and Stephen Strasburg, will surely improve upon a disappointing 2015 campaign, in which it didn't even make the playoffs.
But the build up to the new season has also been about baseball diplomacy.
The normalizing of relations between the U.S. and Cuba was recently cemented by President Obama attending a game between the Cuban national team and the Tampa Bay Rays.
The historic event contained extra significance for Hosmer, whose mother fled to the U.S. at the age of seven with her family to escape Fidel Castro's regime.
"I just believe that the game is something that brings everybody together," says Hosmer.
"[It's] something that is played differently. I think when you can get to go to a game in Cuba -- experience how a game's played over there, see how their national team plays, and just basically how they go about it -- it's something that brings us all together."