Most of the people in our society are always depressed about something, in this case what kind of activities do you do when you are depressed??
FYI, depression is a medical condition that needs professional care so whatever you do will not make it go away depending on the severity of the condition whereas stress is something that is common due to work pressure or anything else that stresses us out. Socializing with people will one of the most effective way in most of the times so that you get to meet new people so you forget what stresses you that give enough time to refresh your brain.