Imagine visiting a store where no matter how much you spent, they would never let you have your favourite candy (or sweets as we say in Scotland).
Think of the increasing frustration you would feel at watching that tasty treat remain tantalisingly out of reach.
Welcome to the world of Massimo Moratti and Roman Abramovich.
In business, both men have scaled heights most of their rivals can only regard with envy.
In football, however, the biggest prize of the lot—the UEFA Champions League—has eluded the pair.
It is not for want of spending.
Chelsea may have cut back their player budget in recent years, but it has been estimated that Abramovich’s investment in the club has topped £700m since he took over just seven years ago.
That’s quite a lot of money to end up not getting what you want.
In Italy, Inter Milan have mirrored that situation as Moratti has spent more and more in his bid to emulate his father, Angelo, who won the European Cup twice in the 1960s.
Just like the English outfit, the domestic league has come their way, but the continental trophy has stubbornly refused to follow.
The boys from Stamford Bridge, of course, have come closer to Champions League glory than Inter.
They famously got within one John Terry slip of picking up the trophy.
And then there was Didier Drogba’s rage when he felt the club had been thwarted by referee Tom Henning Ovrebo against Barcelona.
It has started to seem like the London club has a psychological problem with the competition.
While they have been able to see off Manchester United and Liverpool at home, they have had to watch the other two Premiership sides triumph in Europe.
Not even the Special One, Jose Mourinho, was able to deliver the Champions League to Chelsea.
Now he has been hired to bring that crown to Milan.
Unlike the English outfit, Inter have got their hands on the trophy before, but that was a lifetime ago when they won back-to-back victories in 1964 and 1965.
That’s 45 years ago, and they have hardly come close since.
The Nerazzurri used to be a byword for expensive failure in Italy, but the Calciopoli match-rigging scandal turned that on its head.
They were awarded one league title and have gathered another three as many of their main rivals paid the penalty for their misdeeds.
At present, they are on course for five league wins in a row.
Moratti, however, would surely hand over the Serie A title to Roma, Milan or anybody else if his team could finally grab the Champions League.
It would cement his place in the history of the club alongside his father.
Chelsea have no such tradition in the competition.
They used to be renowned for playing glamorous but largely unsuccessful football for much of the time before Abramovich arrived.
His cash injection has seen them turn their back on that style and become one of Europe’s biggest hitters.
They have made no secret of their voracious desire to become one of the world’s elite clubs.
But until they win the Champions League, they will never be entitled to consider themselves on a par with the very best.
It may seem harsh on Inter and Chelsea, but while they have been dominant at home, they remain two of Europe’s biggest flops considering the amount they have invested.
The English side have come closer to realising their dream but, as Scots athlete Ian Stewart once said, “second is nowhere.”
These two giants put their record of disappointment on the line this week as they go head to head.
One of them will emerge with the dream of their ultimate prize still in sight.
The other will simply have a bag of pent-up frustration and possibly the right to call themselves the biggest failures in Europe.