No one will ever touch Gretzky. He is as dominant (relative to any peer who played in the NHL) as you will find in the big 4 sports.
Lemieux had one year (and only one year) where he started sniffing Gretzky numbers. Gretzky holds records for most goals in a season, most assists in a season, and is the only man to have scored over 200 pts in a season (he did it 4 times).
Gretzky has more career assists than anyone else has career points.
Gretzky was the fastest man to 1000 points. He's also the second fastest man to score 1000 points again (and no one else has ever scored 2000 points).
He was easily the most dominant hockey player of all time. No one even comes close. He was hyped as a kid, for sure. But no one would have ever picked that kind of sheer dominance.
You could say his teammates in Edmonton made him great (they surely did....Coffey, Fuhr, Messier, Anderson, Kurri....all HOF'ers). But then, one need only look at what Gretzky did for Bernie Nicholls in L.A. to see that truly, he made everyone around him great. He took the Kings, a perennial basement dwelling team that was forgotten after the Flames/Oilers rivalries in the Smythe division at the time, and made them true contenders for the cup.
Gretzky is the single greatest and most dominant athlete the big four sports have ever seen.
Ruth and Bonds were great, but not THAT much greater than their peers, when you compare Gretzky to Lemieux or Orr (the only two hockey players one might think to compare to Gretzky). Gherig, Foxx, Cobb, and Williams...all very dominant players who could have laid claim to being GOATS. And even if you don't agree with me on the runners-up (Williams, Gherig, etc....), you can at least agree that Bonds was a modern-day Ruth (statistically speaking) and therefore, Ruth truly can't be a run-away, far-and-away GOAT, because Bond's modern-day numbers are so close to what Ruth did. So clearly, Ruth is not the run-away dominant force in baseball, because Bonds is right there with him.
You could say Jordan was great (and he certainly was), but was he that much better than Wilt Chamberlain? I don't think so. Chamberlain was truly a masterfully dominant force in the NBA without peer...arguments could be made that he was more dominant than Jordan during his time period, but I'll let basketball afficianados argue that.
In football, it's so tough to argue sheer dominance due to the very selective nature of each position and how much each position is allowed to impact all parts of a game. If we only looked at skill positions, I would say Jerry Rice is the most dominant player of all time at his position. He is so many light years ahead of the Chris Carters, Marvin Harrisons and Tim Browns of the world. There has never been a skill position in football that has had its record books so dominantly re-written, when we look at what Jerry Rice did.
So, in my humble opinion, there have been 2 truly game-changing players in the big 4 sports that have been supremely dominant over their peer group so as to truly be called the greatest of all time:
1. Wayne Gretzky
2. Jerry Rice
I would not put Jordan in that elite two-some. Wilt Chamberlain lays too great a claim to being basketball's GOAT, in my opinion, to count Jordan as being far and away the most dominant player in his sport, the way Gretzky and Jerry Rice were.
My two cents. I'm sure I'll get lit up here!