Originally Posted by
gRomoZeka Most _ phrases_ where word games are involved, are not easy to translate. In this particular case the difficulties can arise because there's no special (single) word in Russian for a quitter, i.e. for a person, who gives up easily. "Лодырь" and "лентяй" don't fit here very well , since they mean just a lazy person.
So you need to rephrase it a little. Something like this (if you had put the examples first then you would be able to say 'that'):
"Тот, кто отступает, никогда не побеждает, а тот, кто побеждает, никогда не отступает".
"Тот, кто сдается, никогда не побеждает, а тот, кто побеждает, никогда не сдается".
or anything along these lines (you can replace "отступать" with "бросать начатое", "тот, кто побеждает" with "победитель", etc.). But the sentence I gave above is the closest one to the original I could think of.
PS. Please, correct my mistakes.