After rallying twice from three-run deficits, the Rockies gave up five runs over the final three innings and lost, 11-6, to the Toronto Blue Jays on Saturday.
"We've battled back," manager Clint Hurdle said. "We just haven't gotten outs when we needed to get them."
The Rockies, who watched an 8-6 lead turn into a 9-8, 10-inning defeat in Friday's opener, fell to 0-5 all-time in Toronto. Colorado has lost two straight following a three-game sweep over the New York Yankees at Coors Field earlier this week.
"We've been doing a good job of answering back when they put runs up on the board," said rookie shortstop Troy Tulowitzki. "Sooner or later, we're going to get some stops. It's frustrating, but we're a good team and we'll be back at it tomorrow."
Since crossing into Canada, the Rockies have struggled to keep Toronto's bats in check. The Blue Jays have piled up 20 runs on 32 hits in the first two games of the series.
""They've come out swinging the bats, there's no doubt about that," Hurdle said. "Off the mound, we've been rough. If we'd have known that we were going to score six runs in each of these games, we would have taken our chances with it, but it hasn't been good enough."
Aaron Cook put the Rockies in an early hole on Saturday, giving up first-inning homers to Matt Stairs and Frank Thomas as Toronto took a 3-0 lead after one. Thomas' homer was the 498th of his career.
Tulowitzki homered in the second to make it 3-1. It's the third straight game he's homered, a career high.
"I'm feeling good at the plate, recognizing pitches early," Tulowitzki said.
Colorado tied the game in the third with a sacrifice fly from Garrett Atkins and an RBI double by Brad Hawpe.
But Cook faltered again in the bottom of the third, giving up a two-run single to Thomas and an RBI single to Adam Lind.
Colorado rallied again in the sixth, loading the bases with three straight walks. Jeff Baker and Chris Iannetta each had run-scoring groundouts and Tulowitzki raced home from second on a throwing error by Stairs.
But just as quickly as they had tied it, the Rockies gave the lead right back. Baker couldn't handle a throw from Atkins at third, putting runners at second and third with one out in the bottom of the sixth.
"Garrett made a nice play and threw the ball over there," Baker said. "It caught me late and I just missed it."
Vernon Wells followed with a run-scoring grounder before Stairs hit an RBI double to right off reliever Tom Martin.
Cook (4-5) lost for the fourth time in five starts, giving up eight runs (six earned) on nine hits over 5 1-3 innings.
"It's not the kind of start we're looking for," Hurdle said. "He's got some work to do."
Cook's last win came May 26 at San Francisco, when he pitched a complete-game five-hiter.
Catcher Yorvit Torrealba felt that Cook was being squeezed by home plate umpire Gerry Davis, and took up the argument after striking out to end the fourth. He was ejected and replaced by Iannetta.
"He was really squeezing him," Torrealba said. "It seemed like he wasn't getting those calls on the corner. Everything had to be right down the middle."
Cook blames himself rather than the umpire, saying poor location proved costly.
"I was getting it up a little bit," he said.
John Arthur is a contributor to MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.