Being depressed isolates you from everyone. Feeling little to no motivation to do even simple tasks. In the worst cases, looking for ways out.
Being stressed is from some kind of pressure or stressful event in your life. Even the tiniest things annoy you and set you off. Irregular sleep patterns and mood swings happen often. Too much stress can often lead to depression.
i think "being stressed" means the person feels great pressure and he/she still want to solve the problem in life, "being depressed" means that the person feels great pressure and he/she can hardly think of solving the proble in life at that time.