You shouldn't sacrifice your life and happiness for someone else. Right now, you are enabling him to wallow in his misery, if you weren't there for him, maybe he would be forced to make some changes, or maybe not. You can only control your actions; you can't control his. Leave him and find your own happiness. If you feel compelled to do so you can still check up on him to see how he is doing and encourage him to make some changes.

He is a grown man and is responsible for his own well being. You can't force him to get help or do anything else. He has to choose his own way forward. You suffering alongside him isn't helping him. You don't have the power to make him well, nor are you responsible for his depression. He has to choose to get help. You need to move on.