Thanks for this thread!
This is a great question!

I have often confused these two. I have done so even just last week. I was feeling very sad about a loss in my life and I had jumped to the conclusion that I was getting severely depressed. For me, sometimes prolonged sadness (possibly complicated grief) does lead to depression.

I like the explanation offered by BipolaRNurse.

It's a treat to have you here and participating as you have been doing!
Much love to You!