Robert Baratheon was a fool, but his death, a catastrophe that started a war across the Seven Kingdoms. The Game Of Thrones basically started with the War Of The Five Kings, which in turn started the day the Lannisters killed Robert. As everyone raised a claim for the throne, all justified, loyalties were tested to the limits. All the kings involved died in the end, but not everyone lost.
The Baratheon brothers went against one another as Game Of Thrones, with many people, some innocent, losing more than others.
Loser: Renly Baratheon
Between Stannis and Renly, the latter was the better Baratheon, who would probably have made a great king, but he didn't stand a chance against dark magic. Catelyn Stark approached Renly because he was smarter and more humane than his elder brother.
Renly was also accommodating enough to accept Brienne, a woman, as his bodyguard meaning everyone had a chance with Renly on The Iron Throne. The Tyrells, being opportunists, had already sided with him, meaning they knew that he was the best of the five kings. Renly underestimated his brother's hate, though, and that got him killed.
Winner: Brienne Of Tarth
Briennemake it to Bran Stark's small council. Her survival came at the price of some big deaths during The Five kings' War, though. First, she battled her way into Renly's camp, but he got killed by a shadow, leaving Catelyn Stark as her best chance of employment, and that worked out for her.
Brienne then came across Jaime, who was Robb Stark's prisoner, and found love with him, making her the only person that would be loved by both the Starks and the Lannisters, except Cersei, of course. She ended up fighting for the Starks while enjoying Jaime Lannister's protection, making her the first woman to be Knighted in the end.
Loser: Theon Greyjoy
Theon's woes were mostly caused by his greed, but it all traced back to Robb starting his doomed campaign against the Lannisters. Theon was the weakest Lord of Winterfell, probably in its all-time history, but he was a better lord than the psychotic Ramsey. With the illusion that Robb's death made him the North's default king, Theon failed to secure even a single alliance.
Theon Greyjoy was probably the biggest loser of the war as he ended it as the outcast with no future and no house. He didn't see what was coming when he rejected his sister's pleas to leave Winterfell for the Iron Islands. He was too keen on proving his father wrong that he failed to realize when the Boltons turned on the Starks.
Winner: Littlefinger
The War of Th Five Kings may have all been Littlefinger's doing as he seemed to enjoy the fighting more than everyone else. Littlefinger had no friends, just allies and fools he used to achieve his own selfish desires. When Robert died, Littlefinger plotted Eddard Stark's death before pitching the Starks against the Lannisters.
He also became the middleman between Tywin Lannister and the Riverlands, probably paying off the Freys to kill the Starks, all working in his favor. As the biggest names died one after another, Littlefinger put his plan of using Sansa to take over the North in motion.
Loser: Jaime Lannister
Robb captured his good times with Cersei. He also always had Tywin's strong hand and gold to protect him in case he couldn't fight his way out of trouble.
However, the angry Castarks that cut off his hand took away everything he had. His time in captivity broke Jaime. He then met Brienne, who taught him what loyalty and true love feel like. As much as the Lannisters did well as the five kings died one after another, they lost Jaime Lannister.
Winner: Ramsey Bolton
As the five ambitious kings fought, weak psychopaths like Theon and Ramsey enjoyed the spoils. Ramsey Bolton was a bastard before the war; a nobody that didn't have the slightest chance of ruling anything until his weak father sold out the Starks. After killing Lord Bolton, Ramsey turned Winterfell into his dream capital of chaos.
Being a psychopath who didn't care for anyone but himself, Ramsey couldn't have hoped for anything better than what he got. He hurt Sansa, killed Stannis and Rikon, and tortured Theon Greyjoy, all great achievements in his books.
Loser: Joffrey Baratheon
In Joffrey's mind, he was the strongest of the five kings. His grandfather's cruelty and quick-thinking crashed all of Joffrey's enemies before he had to fight any of them. Joffrey was a misfit, though, and everyone knew he wasn't the right person to become king.
Since the Lannisters wouldn't deliver Joffrey's long deserved death, Olenna Tyrell came to the rescue. She used her networks to poison Joffrey then framed it on Tyrion, scattering house Lannister forever. The Lannisters were too focused on their victories that they failed to notice when they welcomed their enemies into King's Landing, and Joffrey was the first victim.
Winner: Tywin Lannister
With Tywin in the picture, the correct name for the struggle should have been The War of The Six Kings. Tywin was obviously the ruling force in King's landing even while Robert was on the throne, but the War Of The Five Kings gave him his long-desired place in the palace.
Tywin used gold and treachery to squash the Starks in the Riverlands, wildfire, and his reserve forces to defeat Stannis then his own children to seal power in the throne room. None of the five kings seemed to notice they were at war with Stannis, though, and that was everyone's undoing. While he was crooked and heartless, Tywin was smart and obviously, the ultimate winner of the war, until Tyrion fixed the error with a crossbow.
Loser: Sansa Stark
Sansa is probably the only woman in Game of Thrones that truly loved Joffrey, but she was still young and didn't know better at the time. She denounced her family and even wrote a letter to Robb persuading him to stop fighting with her Joffrey even after he beheaded her father.
Arya was right to be angry with Sansa although, the pain she suffered during the War Of The Five Kings served both as punishment and an eye-opener for Sansa. She not only lost Joffrey, her dream husband, Sansa also became a trophy for every evil person in King's Landing, getting married off to Tyrion, then to whoever could pay Littlefinger the right sum.
Winner: Margaery Tyrell
Margaery was better than Cersei, alright, but she was also a snake that would have burned through everyone to become queen. She tried her chances with Renly despite knowing very well that he was interested in men.
Margaery also moved swiftly to sweep Joffrey off his feet to become a queen, although her grandmother saved her from the brutality she would have faced by Joffrey's side. Her end at the hands of Cersei wasn't the best, but as far as the War Of The Five Kings was concerned, Margaery Tyrell won big time as she ended it as the queen, just on a different side from where she started.