Sadness is an emotion. Depression, on the other hand, is a complete emotional shutdown. Rather than people saying that they feel sad, they'll usually say they feel numb, detached, cold. Sadness may be a component of it, but it's certainly not the dominant theme that comes across. People who are sad may hurt a great deal internally, but will usually continue to eat, will usually continue to shower, to take care of their basic needs. People who are depressed may stop doing all of these basic functions and in severe instances may even consider taking their own life and may begin to experience symptoms such as auditory hallucinations where they're hearing things that other people don't seem to hear. A patient of mine once remarked that in their mind, the opposite of depression is not happiness but alive. That depression saps them entirely of their vitality, of any sense of feeling alive.
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