We look at three examples from the past including Michael Jordan who would make a comeback
At 31, Nico Rosberg still has plenty of Formula 1 seasons in him.
But the newly crowned 2016 world champion has chosen to depart the sport while at the top.
He outlined his key reasons for retiring in a statement that you can read in full here.
It wasn't a snap decision from the German as he explained: "When I won the race in Suzuka, from the moment when the destiny of the title was in my own hands, the big pressure started and I began to think about ending my racing career if I became world champion."
He is not the first sportsman to make an unforced decision to retire from their chosen domain at their theoretical peak, at an early age or having achieved a landmark moment in their career.
Bjorn Borg was still in his 20s when he decided to end a stellar tennis career.
Between 1974 and 1981, the Swede won the French Open six times on the clay of Rolland Garros and won five Wimbledon titles.
Such was his excellence, that those Wimbledon titles were a five in a row rather than spread across a period of years.
Yet by 1983 and just months shy of his 27th birthday, Borg decided his pro career was over.
He had barely played in 1982 in any case and in a 2007 interview with The Guardian, he explained some of the pressures that led him to call it a day so early.
"When I was playing tennis it was very difficult to do the other things in life. And you come to a point when it is difficult to have a normal life," he said.
He did attempt a comeback in the early 1990s but to no avail.
Chicago Bulls star Michael Jordan announces his retirement from professional basketball at the Berto Center in Deerfield, Ill., Wednesday, Oct. 6, 1993. (AP Photo/Mark Elias)
Former Chicago Bulls star Michael Jordan was one player who did make a comeback in the NBA.
But his first retirement would come at age 30.
That retirement was announced at a press conference in October 1993, just months after leading the Bulls to a third NBA championship in a row.
A month after winning that third title, Jordan's father, James Raymond, was murdered on July 23rd after being shot in his car by two teenage assailants on a highway in North Carolina.
Jordan was close to his father, who had played an important role in his formative years and his passing was a part of his decision.
He did also mention other issues in his press conference at the time, saying: "When I lose the sense of motivation and the sense to improve something as a basketball player, it's time for me to move away from the game. It's not because I don't love the game. I just feel at this particular time in my career, I've reached the pinnacle of my career, I've achieved a lot in that short amount of time but I just feel that I don't have anything else for myself to prove."
While Jordan did cause a stir by signing a minor league baseball contract with the Chicago White Sox in a bid to realise a dream of his baseball loving father, MJ would return to the NBA in 1995 and spark another three in a row for Chicago Bulls.
He would also make another comeback in 2001 for the Washington Wizards.
Eric Cantona's retirement from football was more permanent. The Manchester United legend chose to walk away from the club and the sport at the end of 1996-97 season, just before he turned 31.
But as Glenn Moore wrote for The Independent in May 1997, it was a good time to leave the stage, "For Cantona's influence is waning. Despite 15 goals, including a sublime one against Sunderland, and a crucial one in a fine performance away to Fenerbahce, he has not been the force of old. When he has been absent, he has not been missed. The young players, who once leaned so heavily on him, are now mature enough to stand alone."
He would cap that final season by captaining United to the Premier League title before embarking on an eclectic career outside the game that would include acting.