Based on the novel by Gregory McDonald, “The Brave” follows this wastrel-with-a-heart-of-gold (played by Mr. Depp with a David Foster Wallace bandanna) in the last week of his life as he makes peace with his family and spends the $50,000 he has accepted to be tortured and murdered by a spiritual sadist (Marlon Brando).

The movie isn’t terrible, exactly — it’s not good — but it does raise the question: Why? Why spend the celebrity capital (not to mention the financial kind) he had so carefully, if eccentrically, amassed to make it? To get anything done in Hollywood, even if you are Johnny Depp, takes years of often heartbreaking obsession, not to mention millions of dollars. So for him to step behind the camera to make “The Brave,” bringing a historically underrepresented perspective to the screen, suggests he thought it was worth the trouble.

And that decision makes the choice of this honorary member of the Comanche nation to play the previously unflattering character of Tonto in “The Lone Ranger” all the more surprising.