As reported in Nature News on June 16th 2020, the widely available steroid dexamethasone cut deaths for critically ill COVID-19 patients by one third, and was validated in a randomized clinical trial.

https://www.nature.com/articles/d41586-020-01824-5?utm_source=Nature+Briefing&utm_campaign=7fb7c54efa-briefing-dy-20200616&utm_medium=email&utm_term=0_c9dfd39373-7fb7c54efa-42488287

You can also read the press release from the University of Oxford, which is where the study took place, here:

http://www.ox.ac.uk/news/2020-06-16-low-cost-dexamethasone-reduces-death-one-third-hospitalised-patients-severe