The Eagles finished 2025 with a horror 1-22 record in a tough debut season for coach Andrew McQualter.
It marked the first time in West Coast's proud history they finished with just one win to their name.
The Eagles' final match of the campaign summed up their campaign perfectly - a fighting first half before an absolute capitulation.
West Coast led Sydney by seven points at halftime on Saturday night before conceding 13 goals to one after that on the way to a demoralising 67-point loss, 18.10 (118) to 7.9 (51).
The Eagles also threw away winning positions against the likes of Brisbane, Essendon, Adelaide, Richmond, North Melbourne and Collingwood this season.
Cox played 290 games for West Coast and won a flag with the Eagles in 2006.
He was also part of the Eagles side that collected the wooden spoon in 2010, before playing a role in helping the club transform back into a premiership contender.
"They'll work through it. I know they will," Cox said of West Coast's current plight.
"They've done it before, and they'll continue to do it.
"That's probably the romantic part of me with the history that I've had here, but also I realise we (Sydney) have got a lot of work to do as well as a footy club, so my attention goes solely to that."
West Coast have won just 11 games over the past four years, and McQualter says it's important for the team to develop a winning mentality.
"We need to build into our whole program ways to compete, ways to compete and win, and learn how to win," McQualter said.
"It might be anything, it might be table tennis, it might be handball games at training, but we've got to learn to win."
Cox is determined to ensure Sydney's stint out of the finals only lasts one year.
The Swans were beaten grand finalists last year, and started life under Cox with eight losses from their first 12 games to crash out of finals contention, with the long absences of Errol Gulden, Callum Mills and Tom Papley hurting them dearly.
Sydney (12-11) won eight of their last 11 games to show they can still match it with the best, and Cox wants them to continue the momentum into next season.
"I think the way the playing group responded in the second half of the season gives us momentum into a good break," Cox said.
"I think also it gives the players belief that what we are trying to do can stand up and work.
"Now it's about getting back to work. So go have your break, no problem, but there'll be some high expectations when they come back, and all of us need to improve."