Consider the intimidatory persona, for example, of the likes of Rocky Marciano, Muhammad Ali or Mike Tyson, the cyclists Miguel Indurain or Lance Armstrong, or the golfer Tiger Woods.
Rivals are often beaten while lying in their beds, enduring nightmares about how to cope with the impending challenge, never mind the magnitude, of overcoming the favourite. And yet, uneasy lies the head which wears the crown.
The burden is especially heavy for Olympic favourites and recent events suggest some odds-on prospects are becoming marginalised and are no longer the bankers they appeared to be.
Take the blue riband 100 metres. Usain Bolt, the world record-holder and defending Olympic champion in both sprints, has endearingly clowned his way to the brink of legend status but has been made to look mortal this season by Yohan Blake, his Jamaican training partner. The youngster won the world 100m crown in Daegu last year, exposing a chink in Bolt's armour, after the latter had been disqualified for a false start. Yet Bolt returned within a week, claiming the 200m title in the third- fastest time ever and appearing to redeem his status.
This year, though, Blake has gnawed his way inside Bolt's head. This is apparent from a jocular quip that he was nervous about tipping Blake as the Olympic 100m winner if he could not win himself: "Let's not ask this question again, please," he pleaded with media. "Let's not jinx me on that one."
Bolt failed to break 10.00 in a final for the first time in three years back in May and Blake then beat him head-to-head over both distances the following month at Jamaica's trials. He now heads Bolt in this season's 100m and 200m world rankings (9.75 to 9.76, and 19.80 to 19.83). Though some way short of Bolt's world records of 9.58 and 19.19, his rival remorselesly has closed the gap (9.75 and 19.26) and often beats him in training.
Blake's work ethic has spawned a nickname: "The Beast". Coincidentally, when Scotland's 1980 Olympic 100m champion Allan Wells (a similarly ferocious trainer) was the lurking threat to Pietro Mennea, "The Beast" was the soprannome by which Wells was known in the Italian's household. Something of a badge of honour, and perhaps even a portent.
Nor will the 2012 100m final be a two-horse race. Also intent on Bolt's scalp are Justin Gatlin (9.80 this year), Asafa Powell (9.85), and Tyson Gay (9.86). Reinstated drug cheat Gatlin was 2004 Olympic 100m champion and former world 100m and 200m gold medallist; Powell set four world 100m records, while Gay is also a former world 100m and 200m champion.
Premature though it may be to claim Usain has shot his bolt, he does have much to do to reassert his former monopolistic authority.
Rivals has taken heart from exposure of his vulnerability. The veteran world 100m champion Kim Collins revealed how Blake had given him encouragement: "It gives you hope to come back and race him [Bolt] again. When you are getting beat bad, it's very discouraging. You want to pack it in, but you want to be able to think: I can beat him."
No man has retained the Olympic 200m title and only Carl Lewis (thanks to Ben Johnson's doping disqualification) has done so at 100m. Linford "I-never-false-start" Christie seemed up for it in 1996 . . . but was disqualified for false-starting in the final. Maurice Greene, world record-holder and Sydney 2000 champion, was favourite in 2004 but finished third.
If Bolt should cross the line first for a second successive time, he will have bucked history. A legend, indeed.
Fragility is apparent elsewhere. Carmelita Jeter was regarded as the form 100m woman, second fastest ever, crowned world champion last year when she won 10 of her 11 finals. But in London last weekend, the American was well beaten by Blessing Okagbare of Nigeria, with the reigning Olympic champion and world's fastest this year, Shelly-Ann Fraser-Pryce, last.
Sally Pearson, the Australian hurdler, was world champion last year by the biggest winning margin ever, clocking the world's fastest time for 19 years. Beaten only once in 16 races last season (when she struck a hurdle) and world indoor champion this year, she remained invincible until last weekend, edged by the American Kellie Wells in the London Diamond League. Almost as big a "cert" as Bolt, she, too, has shown a glimpse of mortality.
Her event is a notorious favourites' graveyard. Perdita Felicien, the reigning world champion and unbeaten in her six pre-Olympic races, fell in the 2004 final. Gail Devers was a favourite at three successive Olympics. She crossed the final flight first in 1992 but stumbled and finished fifth; she won world gold in 1993 and '95 but the following year missed an Olympic medal by 0.01.
When she arrived in Sydney four years on, it was again as world champion, with the three fastest times of the year. The jinx seemed laid. Yet she was forced to withdraw, pulling a hamstring in the semis after having recorded what was to prove the quickest time of the Games in the opening round.
There are no Olympic certainties, because there is no sporting pressure like it. Among my favourite Olympic champions is Al Oerter, the four-time discus champion. He expressed it best: "These are the Olympics. You die for them . . . There is no job, no amount of power, no money, to approach the Olympic experience."
Remember that when "favourites" buckle.