I completely agree with Sarah on this:
At its worse, comparing ways to cope with depression and declaring a “winner” can increase stigma against certain types of treatment. For example, it’s all well and good that studies find exercise is an effective way to help people with depression, and maybe for some, it’s even more effective than meditation or antidepressants — but that doesn’t mean it’s a “superior” way of treating depression. Just because one study said running is as effective as antidepressants, doesn’t mean that those who take antidepressants simply need to run instead of taking the “chemical” and “lazy” way out…
If something works for you, then go with that, it’s hard enough just having depression everyday. In addition to the quote above, I also agree that media reports of some of these studies do more harm than good. Simply put, when a study says something like running is more effective than meditation, those results are based on studying a group of people. In general, they found better results among that group, but for any one individual, those results are pretty much meaningless. You are not the general public, you are one individual person, who may or may not see the same results.
One study does not provide the ultimate answer to treatment. We shouldn’t be dogmatic about any treatment options, other than to find what works for you, and do it.