A more rational approach to comparison.
Comparison leads to jealousy, insecurity or both. Because of this, you should avoid comparison as much as possible. In the instances where you compare yourself to others, it helps to develop a more rational approach to comparison. This involves comparing holistically rather than specifically.
If you find yourself feeling insecure or jealous by a specific aspect of someone's life, ask yourself if you feel insecure or jealous about all aspects of the person's life. More times than not, you will find the answer is no. Individuals who are disproportionately successful in a specific area have had to sacrifice many other areas.
Greatness doesn't come without its costs: family, friends, happiness, kindness, physical health and mental well-being to name a few. Unless you are also willing to suffer these costs to obtain that what which you desire, it is not rational to be jealous or insecure.