Not since Nick Faldo back in 1996 has a player from England been crowned the champion in Augusta.
"It's a bit like the England football team. We have very good players - Poulter, Donald, Westwood, Rose and you could include Casey in that, although maybe not so much in the last couple of years. They have underperformed. All of these players I think are capable of winning The Masters, but they haven't," the Sky Sports commentator told Sports Mole.
"It's like Steve Gerrard, Wayne Rooney, Frank Lampard and all the wonderful players that we've had in England. That team should have done better. I see them and the English golfers as the same.
"I know they are better than they perform at Augusta. I would probably exempt Westwood from that because he hasn't done much wrong."
European golfers have not fared much better at what is viewed by many as the best Major of the season. The last one to taste success in Georgia was Ryder Cup-winning skipper Jose Maria Olazabal in 1999.
"It's not looking good this year. It's 14 out of 14 for the Americans. I think it goes in waves. If you go back to the era before when you had Nick Faldo, Sandy Lyle, Bernhard Langer, Seve and Olazabal - it goes in waves but it is time that the wave stopped," Murray added.
"There are only four Majors and you need things going for you. You need that little bit of good fortune.
"Our boys have not got close enough apart from Westwood, but they've not had a helping hand from anyone else. Down the years there has been a lot of collapses at The Masters."
Justin Rose at 20/1 is the highest rated Englishman with the bookmakers to win at this year's installment of the tournament, which starts this Thursday.
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