#14 AJ Styles
Now while AJ Styles is arguably the biggest and best active wrestler in WWE today.
There is a very good reason as to why The Phenomenal One has never won a Royal Rumble match, and that's because he has only ever been in one, which also happens to be his very first WWE match.
And ever since, including the upcoming 2019 Royal Rumble, Styles has been the defending WWE Champion in the Royal Rumble match.
However, this shouldn't mean that a Royal Rumble entry can't happen. I mean sure, last year would have been impossible as he walked in and out of the Rumble as Champion, but after losing the title to John Cena in 2017, he still could have entered the Rumble match as a surprise entrant, just like Roman Reigns had that night, despite having had a Championship match earlier that evening.
The likelihood is that we won't see that happen this year either, but it is something to hope for in the 2020 Royal Rumble match.