I really hope Ovechkin wins a Cup before he retires. As of right now, I would say he's the best player ever to not win a Cup.
I'd argue Datsyuk 05-09 was it.
317GP, 118G, 250A, 368P, +137
404 Takeaways (2nd best: St.Louis at 282)
54.9% on faceoffs (10th among those with 3000+ FOs)
Imo the most dominant possession player post-lockout. Impossible to take the puck from, on another level at taking the puck from others. Almost never penalized, best defensive forward in the league, and one of the very best offensively (4th in points during that time).
You can't use the "if" excuse for Ovechkin. He didn't miss all those games due to injuries, he brought it on himself with his suspensions