I guess it's similar to husbands...

We're getting closer to answering a question that concerns many: are wild animals happier (less stressed)? 

That’s a much harder question to answer, in part because we don’t have good baselines for wild animals. Until recently, studying stress hormone levels meant drawing blood - which, as you can image, is a stressful event in and of itself for a wild animal. However, newer methods have been developed that can measure the stress hormone levels in scat and urine left by wild animals, so it’s now possible to get an assessment of stress that doesn’t involve capturing the animal first.What we do know so far is that evidence suggests wild animals can be as happy in captivity as they are in nature, assuming they are treated well. Confinement alone doesn’t mean an animal is automatically worse off. If we give an animal all the good things they would have in the wild (food and water, fellow members of their species, a certain amount of space) and take away that stresses or hurts them (predators, parasites, extreme weather), then it can live just as happily in an enclosure. Zoo animals with proper care and enrichment, for example, have similar hormone profiles, live longer, eat better, and are healthier than their wild counterparts. Why? Because life in the wild is hard. In captivity, it’s easy.We also know that when we change our care of an animal to try to decrease stress, we succeed. Stress hormone levels drop, for example, when leopards are given a larger enclosure or things to play with. This means we are able to modify our standards of care to ensure that any animals we place in captivity, domesticated or wild, are as happy as they can be.So overall, are wild animals happier? While there is a lot more science that can be done to answer that question, the answer seems to be: no, not if they’re cared for well in captivity. The more we study animal behaviors, the better we get at figuring out what they need to pursue their own happiness, even when they are not allowed to be ‘free.’ [More]

While I believe we could do more to improve farm animal care in the US, and should do, the basic premise of natural being better and wild better than domesticated doesn't seem to hold up.  The author sums it up well:

This bias for what is "natural" is pervasive, affecting our judgement on everything from sexual orientation and medical care to farming practices and clothing fibers. But there is nothing inherently better about something being natural, and the idea that something that occurs in nature without us is somehow better than something we have altered or taken part in is a dangerous fallacy (the use of Rotenone by organic farms, a natural but unbelievably awful pesticide that was still usable in Europe until 2009, is a prime example). I love the natural world. I became a biologist because of my passion for all kinds of creatures, and conservation is one of the core tenants of what I do on a daily basis. But while I appreciate and fight for the beauty and brilliance that is our planet, I firmly believe we need to see ourselves as a part of it, not above or below it. We are, after all, "natural," too.