When stocks are depressed they are worth less than they should be. When people are depressed they are sad and lack energy. Depressed means down in spirit or value.
While you'll often hear people say they are depressed, mostly they mean they are sad. If you are clinically depressed, you have a sadness and hopelessness that has physical effects and no logical reason behind it and you can't seem to shake it either. If someone calls their town or region depressed, they mean that the economy in that area is not good — in that place jobs are hard to find, and have been for quite a while. Sad, right?