But there is always hope in football - especially if you think in the long term.
Indeed, as Arsenal knocked Sunderland out of the oldest cup competition in the world, a certain Jordan Pickford made his debut for the Black Cats. And what an impressive debut it was.
The 21-year-old showed real promise and has generated real excitement on Wearside. Under Sam Allardyce, Sunderland have a chance of staying up but all fans know it won't be easy.
For years now, supporters have had little to cheer at the Stadium of Light. Here, however, they could have a genuine gem on their hands. Give Pickford a few years and he could be Sunderland's best player - or at least someone sold on for a huge fee.
A Wednesday night trip to Swansea City is up next for the Black Cats and, given Oxford United's success at the weekend, Sunderland fans can hope for a rare away win at the Liberty Stadium. Pickford might not feature there if Allardyce returns Costel Pantilimon to the starting line-up - but the youngster will certainly see plenty more game time in the future.