It is not possible.
If you can make the data in that field out of nonvisible characters such as spaces, you might make this work. There's a calculation that can return the number of space characters specified in a number field, for example.
Or you might want to use a popover with a selection portal instead of a drop down list for selecting values. This method will let you sort your portal rows any way that you want.
Thanks Phil. I saw that method on another post. I'll give it a go.