Give your umbrella to someone less unfortunate then you.
Yes, you may get wet. But at least you have a home to dry up in, unlike someone who will spend their nights getting ammonia.
The other day it was absolutely pouring down rain and I past a homeless man who was drowning in the flooding streets of Stockholm. Yes, I may have gotten completely soaking wet from head to toe, and my hair was completely drenched in water and my make up was completely running down my face rest of the night. BUT it was so worth it, knowing that it may have helped him a little. But most importantly it did at least put a smile to his face and made that grey day a little bit brighter. Its a small gesture, but can make a big difference.