"Remember the word that I said to you, ‘A servant is not greater than his master.’ If they persecuted Me, they will also persecute you. If they kept My word, they will keep yours also." - John 15:20
And anyone who presumes to be greater than the Master, that they're the exception, that they have a better way than their own King, that they should not endure what he did, is not actually following Christ. And even if we're not called to directly be martyrs, every Christian is still called to be a martyr in their heart. To always prepared to for this final test, if necessary.
"Then Jesus said to His disciples, 'If anyone desires to come after Me, let him deny himself, and take up his cross, and follow Me. For whoever desires to save his life will lose it, but whoever loses his life for My sake will find it. For what profit is it to a man if he gains the whole world, and loses his own soul? Or what will a man give in exchange for his soul?" - Matthew 16:24-26
Everything a Christian is called to do is a denial of self. If not literal death at the hands of enemies, it's still a call to literally throw your life away in other ways. We must give it all up to God. Be it one's relationships or leaving old notions of worldly success in the garbage.