There are lots of different kinds of depressions, and different assets will do well in different ones. In a really extreme scenario, guns and ammo, stockpiled medicine, food storage, and the land/tools necessary to grow your own food become the things that matter. That's why preppers do what they do. If we restrict ourselves to situations where the system mostly continues working, there are other things that are better. I'll discuss a few assets you asked about or might think about.
Cash or cashlike stuff like money market investments are good in a short-term dip in which we don't have inflation and they are the most liquid of securities. They won't appreciate, obviously, but they are very safe unless there is inflation. Unfortunately, there's a decent chance a protracted depression like you mention will include high inflation, as it has in many other countries.
Gold retains value through certain types of economic calamity and not others. If the dollar and other currencies have serious problems, this might be a reasonable store of value. However, gold is also used industrially and to some degree is a luxury good. It may loose a lot of value if industrial and vanity use goes down. It's OK preparation for a depression, as those things go. Silver has some of the same properties but it's more industrial, which makes it more likely to lose money during a downturn. On the other hand, it's more likely to be used as an actual currency if anyone ever uses metal as a currency again.
Cryptocurrency has a slight chance of becoming extraordinarily valuable if it becomes more important than it is now for transactions. There is also a very large chance that it will lose all or nearly all its value. Crypto is not backed by anything, so if people stop using crypto or move on to a different cryptocurrency, then the one that you paid thousands of dollars for today may be worth nothing later. It's as speculative an investment as you can find, but it might be worth holding a little just in case it goes up by 1000x or something.
Real estate will tend to lose value during a depression simply because fewer people are able to buy. But if you live on it, it can be nice to have even if you don't have a job. See my comment about growing your own food and also the fact that if you lose your job you won't be homeless if you own your home. Other real estate investments are less clear. If you buy a condo and rent it out or something, you run risks like no one being able to afford renting it or getting into a rent-control situation. Many REITs invest in commercial properties that they lease out. They will likely lose money during a protracted recession as well. Real estate, like gold, retains some value in pretty much all circumstances, but it is not guaranteed to make you happy during a depression.
Government securities have appeal during some circumstances. Your money market fund is probably highly invested in these. The problem is that if things get really bad, one of the possibilities is that the government defaults in part on their obligations or inflates the currency. In the former case, these will be really bad investments. In the latter, a TIPS security would be an excellent investment. You can buy one through your broker. There are also inflation protected bond mutual funds, index funds, and etfs. SCHP comes to mind.
Stocks are actually good in some situations, believe it or not. If our problem is primarily inflation or government troubles, stocks will do OK. We've already seen that stocks have done surprisingly well through a massive economic slowdown. The last depression was concentrated in the stock market, but even then, people who didn't sell at the bottom were OK after a few years. Anyway, this is hard to predict, but there are some types of economic calamity where stocks do just fine.
Human capital is a very good investment in many cases. Skills that will make you valuable on the job market are highly valuable in a situation in which people without those skills do not get jobs. This includes degrees, certifications, and experience working jobs that look good on a resume and prepare you for better and necessary jobs. The older you get, the less valuable human capital is, so consider your age when determining whether to make an investment here.
Human relationships are also always a good investment. Close ties to your family, your church, organizations in your community, people working in your industry. These things are helpful during very trying times. They can help us get jobs, obtain materials, etc. Of course, we don't all have access to valuable human relationships, but making good friends is a good idea in all states of the world.
Unfortunately there isn't just one type of recession or depression. Some have runaway inflation, others have deflation. Some have government failure, while in others government is the only part of the economy that keeps working. Some have food and material shortages while others have gluts. For this reason there isn't a single asset or asset class that can be recommended. Risk-averse folks need to diversify across a number of different assets.
If you have a particular view on what type of depression you expect and what the causes will be, you can plan more specifically. Most types of calamities affect one geographic and economic sector much more than others.
Good luck.
