Skydiving death rate is around 1/1,000,000, depression is around 1/20 IIRC.
Skydiving - 1/150000 per jump.
At least according to:
https://www.hhs.gov/answers/mental-health-and-substance-abus...
and
https://www.google.pl/amp/s/www.seeker.com/amphtml/how-commo...