Cortisone and a sore shoulder

I am very sad. The cortisone shot in my shoulder last week didn't work. The doctor said there was a 20% chance that it wouldn't. I was so confident because I had one in my hip about 10 years ago and it worked almost immediately. This one - nothing. So I don't know what we'll do. Probably physical therapy. He claims it's tendonitis in the rotator cuff. Oh well.