For the second year in a row, New York's power went out in the playoffs.
Rodriguez was hitless in Monday night's 5-3 loss to the Angels in Game 5 of the AL Division Series. He finished the five-game series with no RBI and batted just .133.
"I had a great year, something I'm very proud of," Rodriguez said. "I left my guts on the field, I left my heart out there, so I'm not going to hang my head. I'm just going to go out and learn from it and become a better Yankee."
Sheffield had three hits Monday night, but they were all singles. He did not have an extra-base hit in the series and drove in only two runs.
Matsui ended the game by grounding out with two on and left eight men stranded in Game 5. He was 4-for-20 and had only one RBI in the series, on a home run -- all four Yankees homers in the series were solo shots.
"I couldn't be more proud of guys like Derek Jeter, Sheffield, Matsui. They absolutely played incredible," Rodriguez said. "Randy Johnson came back with a warrior-type performance today. Unfortunately, guys like myself didn't contribute. This team has a lot of potential, and we'll be back."
Rodriguez and Matsui each had one final failure in the ninth inning. Rodriguez followed Jeter's leadoff single by bouncing into a double play. Jason Giambi and Sheffield singled before Matsui grounded to first.
George Steinbrenner once called Dave Winfield "Mr. May" after he went 1-for-22 in the 1981 World Series loss to the Dodgers. No telling what names the Yankees owner might have for some of his stars now after their failures in consecutive postseasons.
Rodriguez was 2-for-17 and Sheffield had one hit in 17 at-bats in the final four games of last year's AL Championship Series while the Yankees were in the process of blowing a 3-0 lead against the Red Sox.
Their struggles in this postseason were a dramatic difference from what the trio did this year in helping the Yankees win the AL East.
Rodriguez, baseball's only $25 million-a-year player, batted .321 during the regular season, with 48 homers and 130 RBI. Sheffield hit .291 with 34 homers and 123 RBI. Matsui batted .305, hit 23 home runs and had 116 RBI.
But they couldn't help New York from blowing leads in all three losses. The Yankees also made six errors.
"You know we're capable," Yankees manager Joe Torre said. "It's always talking about the thumpers and all of the big things we can do."
Same as in the ALCS collapse a year earlier, the Yankees didn't do enough thumping.
The lack of punch in the middle of the lineup seemed to carry over: No. 7 hitter Bernie Williams, who has a major league-record 80 RBI in postseason play, went 0-for-3 in what is expected to be his final game for the Yankees and was just 4-for-19 in the series. He now can become a free agent.
"It's very hard to always expect to do the things we're supposed to do as a team. But nonetheless, I think we as a team had the highest expectations," said Williams, who added that he isn't sure what the future holds for him now.
Leadoff man Jeter batted .333 with two homers and five RBI in the series. Giambi hit .421 with three doubles and drove in two runs.
They needed more help for the Yankees to reach the result that is expected of them.
"We don't play to just make it to the playoffs; we've been to the playoffs before. We play to win, and we fell short again," Jeter said.