Call of Cthulhu is considered one of the top horror TTRPGs, and has been since the early 80’s. Based heavily on the works of HP Lovecraft and the later works by other authors expanding on his ouevre, COC is not a game for people who want to “win” necessarily.
As opposed to something like D&D, which draws inspiration from works such as Conan, Lord of the Rings, Etc, COC’s source material is not filled with mighty heroes slaying cruel beasties in the forgotten halls of their forefathers. In Lovecraft’s work, the protagonists frequently go insane, or are consumed by an eldritch thing from beyond the coldest, most distant star.
Having said that, COC is not everyone’s cup of tea. The fact that your character is far less powerful than even the weakest monster against which they are pitted can be frustrating for people expecting a power fantasy.
The mechanic that COC is most famous for is an insanity system that mimics the source material (but not reality) with random tics, hallucinations, and more.
Again, I really enjoy this system, though it isn’t for everyone.