To win a Cup you first have to make the playoffs in a sport where parity rules, playing 82 games (basically a game every 2-3 days).
Then you have to play a game every second night for two solid months at playoff intensity. I know a lot of people that come here don't watch hockey but NOTHING matches playoff intensity hockey, NOTHING! The only sport that changes as much as hockey in the playoffs is baseball in my opinion but in baseball you don't have someone moving 30 MP/H trying to run you through a wall every single time you have the puck.
Add in a TON of travel and the fact it is a very physical, very fast game...
The Stanley Cup and in my opinion it is not even close.