Unless you're Chelsea.
Chelsea owner Roman Abramovich sees the club as his plaything, of course, and even before today's ruthless sacking of Roberto Di Matteo, had a history of being quick on the draw when it came to getting rid of managers.
And those who thought that Di Matteo would be cut some slack because he delivered the Champions League a few months back were delusional - Abramovich didn't become a billionaire at such a young age by cutting people slack.
In fact, what Di Matteo achieved at Chelsea in such a short time probably worked against him in the end. Abramovich can no doubt justify his actions to the doubters by pointing to the fact that Di Matteo came in at the fag end of last term yet still bagged two major trophies. So, making a change at this stage of the season means that anything is possible.
But let's not feel too sorry for Di Matteo. His time at Chelsea did wonders for his CV, and this relatively young manager will find no problem securing employment with a top English or Continental club in due course.
As for Chelsea, in reality it seems that Abramovich has signalled that he is prepared to write off this season. He'll appoint a temporary manager - Rafa, Redknapp or whoever - and then get his representatives to spend the next few months seducing Pep Guardiola. The problem for Abramovich, of course, is that Guardiola is no fool and will think very long and hard before accepting the poisoned managerial chalice that is Chelsea.