Exercise is better, but not just because of endorphins or whatever they’re called.
When it comes to beating depression over the long–term, this is what makes exercise more powerful than medication. It’s not that medication doesn’t work — it does. But exercise does something that medication doesn’t. It proves a new identity to yourself. Each time you finish a workout, you reap the benefits of an increased sense of self–confidence. The cumulative impact of these “small wins” is enormous.