Despite the avatar and a few "near last experiences" I have managed to avoid it upto now... I feel it is only a matter of time though. If being comprehensively beaten was such a problem, I wouldn't start anything, so I don't think coming last should be so shameful. You're out there doing it, which is more than can be said for most of the population.
However, my wife never comes to watch as I am always so far down... for me to come last would be a greater shame for her to carry than me! As she is never there, it would probably be best not to mention it!