What is the difference between feeling occasional sadness and clinical depression?

There is a very simple difference between the two. Occasional sadness can be considered as normal since these occur due to being lonely or due to stress and having problems in your daily life. In the case of clinical depression, the patient tends to experience sudden episodes of sadness and emptiness. Depression can be treated medically, while sadness can only be lifted depending on the person's life situation and mindset.

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