One of the results of being transformed into a new creature in Christ is that we are given an inner joy that overcomes all circumstances - whether those circumstances are persecution, poverty, peril, or prison. Christians who are walking in the Spirit WILL have joy - a joy that is from the Lord Jesus - a joy “that the world can’t give and the world cannot take away” - and its also a joy that the world CANNOT HAVE. The Bible says we should have a joy that is complete, is steadfast, overcomes great loss, increases in persecution, and triumphs over tribulation, as the life of the Apostle Paul clearly shows.
We can however lose that joy at times - by walking in the flesh - by giving into sin like King David did or by having a misplaced focus and taking our eyes off of the Lord Jesus and His word. If we are miserable as Christians its our own fault. If you as a Christian have resigned yourself to some sin that has cost you your joy, repent! Get back into God’s word, get your focus back, walk by faith, not by sight, focus on future glory rather than present circumstance, and focus on the Lord Jesus, not on the tossing of the sea or the devil’s crowd.