No but you can check historical records of the Olympic games during the Great Depression (not worth checking the World Cup as the US national team was a joke in those days):
1938 Germany topped the medals table, the last time the US didn't top the table was 1908!
Then you have this written about the 1932 Olympics:
The 1932 Summer Olympics, officially known as the Games of the X Olympiad, was a major worldwide multi-athletic event which was celebrated in 1932 in Los Angeles, California, United States. No other cities made a bid to host these Olympics. Held during the Great Depression, many nations and athletes were unable to pay for the trip to Los Angeles. Fewer than half the participants of the 1928 Summer Olympics in Amsterdam returned to compete in 1932. Even U.S. President Herbert Hoover skipped the event.
So you can see the effect the Great Depression had on sporting prowess. What was happening in Greece was no different, it leads to a feeling of apathy and hopelessness hardly attributes which your going to be able to mold a world beating side from.
War on foreign soils is a different animal, compared to recession, as it doesn't tend to effect the pockets and morale of a nation. If you can barely afford to feed your children why would you care whats happening in a sport.