I explain this so you can look at your friends and their lives and have some compassion for why they are feeling as they are. Many times jealousy and envy are used as guideposts for caring and it is sort of a twisted thinking used to justify being envy or jealous. He must love me, he is jealous. Here are a couple of ideas. Since I don't know the form this envy takes, let me throw out a couple ideas and see if anything makes sense for your situation.
Many times openly speaking of our jealousies takes out the power and helps with the feelings.
If it is true envy then you will see and feel a different reaction when talking with them. If they are feeling sorry for themselves then there is absolutely nothing you can do about it. If they are doing that to you, I recommend you look into new friends as you will only become drained trying to get them to see the light. This is not about right or wrong. I am asking because if this is the case, and we are human so it is always a possibility, you can do something about that without having to say anything to them.