One of the most useful exercises you can practice is that of releasing your internal voice that constantly compares you to others around you. We live in a backwash of noticing something and judging ourselves as Better Than or Less Than that person or situation. It puts us into a constant flurry of Arrogance and Self-deprecation that is exhausting, useless, and (most importantly) causes us pain.
Let go of analyzing those around you and determining that they are luckier, less challenged or more or less miserable than yourself. You aren't in their bodies. Their lessons are not your lessons. Your experience is not their experience. Keep your eyes on your own path and you will feel lighter, happier, less depressed and more empowered to handle your own challenges as they arise.