Analyzing each option based on physical properties:
Milk is a liquid at room temperature.
Water is a liquid at room temperature.
Oil is a liquid at room temperature.
Sugar is a solid at room temperature (exists as crystals or powder).
Three of the given options (Milk, Water, and Oil) share a common characteristic - they are all liquids.
Sugar is different from the other three as it is a solid substance.
Therefore, the odd one out is Option 4: Sugar.