There's a high cost to being an entrepreneur; it's physically and mentally one of the most demanding things you will ever do. That's why it has always struck me as supremely ironic that many entrepreneurs will invest everything they have in their business and ignore making any investment in their own well-being.

I've often likened the experience of being an entrepreneur to that of being a professional athlete in that both are endurance sports that require you to be in top physical and mental health. For anyone who hasn't had the joy of founding, building, and running their own business, that sounds like hyperbole. For those of us who have, no further explanation is needed.

That's why it's critically important to pay attention to what "shape" you're in and to do all you can to stay on top of your game--physically and mentally. The long hours, travel and traversal of time zones, along with the sheer energy and focus needed to run a business mean that you have to take care of yourself first and foremost.

It's the Time of the Season

Winter can be especially challenging and demanding. Unless you were born and raised in Lapland, shorter winter days are bound to have some effect on your mood. According to the Cleveland Clinic, about half a million people in the United States suffer from seasonal affective disorder, while 10 to 20 percent experience milder "winter blues."

If you're an entrepreneur, that effect is amplified by the fact that you are likely in the office or on the job before the sun comes up and well after it goes down.

If you're having feelings of depression that are debilitating and interfering with your ability to do day-to-day activities, you should seek out the help of a doctor. However, that sinking feeling may well be due to seasonal variations--which is why a recent study of 200,000 long-distance skiers conducted over two decades caught my attention.

The study found that skiers are 50 percent less likely to develop depression than the general population.

The data was gathered from skiers who participate in the world's largest long-distance skiing race, the Vasaloppet, and compared them with 200,000 people of both sexes and equal age in the general population.

I found this especially interesting because it specifically correlates physical activity to depression at a critical time of year for most entrepreneurs: first-quarter planning.

Unfortunately, I've seen far too many entrepreneurs outright ignore their physical well-being. They think of themselves as superhuman. Their passion enables them to muster enormous amounts of energy--not unlike the stories of a parent accomplishing some superhuman feat, such as picking up a car to free a child. But that exertion eventually takes its toll, not just physically but also mentally and emotionally. And, from what I've experienced, it seems to reach its apex during the first quarter.

Early Spring Training

I recall working for a very successful startup CEO early in my career who would begin an intensive exercise routine each January. At first I thought it was just the typical rush to health clubs that's common at the start of the year. He'd call it "early spring training" and tell us that we needed to get in shape for the first quarter. I, and others, though he was joking.

But after I got to know him better, he shared with me that the first quarter of the calendar year was one of the most challenging and demanding periods for him as a CEO. It was also when he felt he had the least amount of time to dedicate to anything outside of work, which is exactly why he made time to be in top physical and emotional condition. Doubling down on his workouts gave him the energy and clarity to better cope with the stress and demands being placed on him. It sounded a bit odd at the time, but years later when I had my own business, I realized just how sound that advice was.

We are all aware that physical activity produces endorphins, one of the brain's feel-good chemicals. Studies have also found that physical activity has a pronounced effect on curbing depression. 

As an entrepreneur, you are already performing at levels that require ridiculous amounts of energy, stamina, and endurance that most people would find exhausting. This is the time of year when most people feel that acutely; you're no different. Don't kid yourself into thinking that you're immune and that all the effort you're expending doesn't come at a high cost physically and mentally.

The bottom line is that this is a good time of year to commit to being just as diligent about investing in yourself and your well-being as you are about investing in your business.