Their capitulation over three Tests is a far cry from the pre-Ashes hype that promised a hard-fought series, with Australia proving better in all departments.
Stokes admitted as much, but said defeat hurt nevertheless.
"We came here with a goal in mind and we've not being able to achieve that. It hurts and it sucks, but we ain't going to stop," he said.
At least England finally showed some of the fight Stokes had been demanding in the third Test, coming within 82 runs of a major upset in Adelaide as they chased a world record 435 to win.
"I think the boys were excellent today. They showed some great application," said coach Brendon McCullum.
"They bounced off each other and tried to take the game as deep as they could. We didn't get there, but I thought it was a fine achievement."
While they showed more grit in Adelaide after eight-wicket losses in Perth in two days and Brisbane in four, England have failed to meet the big moments throughout the series.
Stokes said the key difference between the sides was "constant execution" with England lacking Australia's relentless quality.
"Australia have just been able to execute things on a way more consistent basis than us," he said.
"Both with the ball and the bat, and in the field. They've been able to outdo us on a much higher level."
McCullum put it down to Australia making better decisions in pressure moments.
"For us, from the get-go, it has never been about scoring rates," he said, alluding to the ultra-aggressive "Bazball" style of play he and Stokes pioneered.
"It is about respecting what is coming at you, being present in the moment.
"You identify what the levels of risk are, but what the opportunities are and make sure how to counter that.
"Be able to apply pressure when you need to and absorb pressure when you need to.
"I don't think we have got that balance right in the previous encounters in the series.
"If we had cottoned onto that earlier then we would have been more competitive."