I tend to perceive sadness as being a reaction to something. If you can think of a reason why you feel that way, then it's probably more that.
Depression is more like feeling like crap for absolutely no reason. I always tend to feel a combination of worthlessness, guilt, hopelessness, or sometimes apathy. May feel like a burden or a bad person. Couple that with the fatigue and lethargy that comes with it.
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