Honestly there is nothing you can say at this point that will make him feel better.... he sounds DETERMINED to be pessimistic and not help himself.  I've had problems with depression and, as a result, have had a lot of people open up to me about their situations.  

Some people genuinely want the help and will do the work i.e. therapy and meds.

Some people just whine about how hard they have it, really embrace the victim role and never get proactive about learning coping skills.

I will listen to someone for only so long before I HAVE to say, "Listen, life IS wonderful but you REFUSE to help yourself and there is nothing I can do for you.  DO SOMETHING POSITIVE AND PRODUCTIVE and I will be there for you but from this day forth, unless you are truly trying to do the work, I won't listen to your whining."

Does it sound harsh?  Yes.  But I really do believe in a lot of cases that there IS a problem (not negating that) but that some people get their attention by playing the "poor me" card.  

My advice?  Get the kid to acknowledge what options he has.  Encourage him to DO THE WORK.... that means take the meds and really TRY in therapy.... don't just whine for an hour to someone who has to listen to you.  Tell him that he may suffer from depression but he doesn't have to be a depressing person to everyone else.  The best way to alienate himself from people is to be "that guy" who never has anything nice to say and is so freaking self-absorbed that he can't see beyond his own "woe is me" stories.  

Oh.... and tell him to go volunteer.  Tell him to offer his time at a burn unit or a terminally ill children's hospital.  He needs to do something for other people (volunteer work generally does more to lift the spirits of the volunteer than the recipient) and start counting his blessings.

His problem is he does not have enough chores and has too much time to think about how sad his life is.