If someone always has it worse than you do, then eventually someone must be dead or something. I imagine it would go something like this:
Someone has a headache, but someone else has a headache and is throwing up, so they have it worse than the first person. Well someone even worse off is homeless; okay someone else is homeless and has no legs; even someone else just lost someone close to them in a horrible accident and they also lost their legs and nearly died and they have no money to pay all the doctor and funeral bills so that makes them end up homeless. Who is worse off than that? Who is at the end of the list of "someone is always worse off than you?" It would suck to be that person.