Please, never leave me alone.

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The Prophet (SallAllahu Alyhi wasallam) said to his companions: 
"Shall I not tell you some words which, if distress or grief befalls any of you and he makes this du'aa, it will bring him joy? It is the du‘aa’ of Dhoo’l-Noon (i.e. Yunus or Jonah): 

لاَ إِلَهَ إِلَّا أنْـت سُـبْحانَكَ إِنِّي كُنْـتُ مِنَ الظّـالِميـن
‘Laa ilaaha illa Anta, subhaanaka inni kuntu min al-zaalimeen.
‘There is no God but You, Glory to You; verily I was one of the wrongdoers.’" 
(Saheeh al-Jaami‘, no. 2605).

••►It was narrated that Sa’d ibn Abi Waqqaas (may Allaah be pleased with him) said: The Prophet (SallAllahu Alyhi wasallam) said: 
"The prayer of Dhu’l-Noon when he was in the belly of the fish: 

A Muslim never calls upon his Lord with these words concerning any matter, but his prayer is answered.” 

(Narrated by al-Tirmidhi, 3505; classed as saheeh by al-Albaani in al-Silsilah al-Saheehah, 1644)

••►It's sunnah to recite this du'aa at times of Anguish. 

(At-Tirmidhi 5/529. Al-Hakim declared it authentic and Ath-Thahabi agreed with him 1/ 505. See also Al-Albani, Sahih At-Tirmidhi 3/168)