I've found is that by doing stand-up, I've actually learned how to combat depression. I don't have clinical, but I've definitely had my bouts with it. I just figured out that it's a choice. You're in control of your brain. When your brain is sending you bad information or bad thoughts, you can decide to go to the gym, or write a new joke - or if you're on the road, go to a ball game... something that's going to get the blood going. Or you can let those thoughts take you right down the rabbit hole.
Bill Burr