Different persons have different abilities to overcome a depressed state arising due to stress or other reasons. Is it a temporary response or some alteration in physiological function?
There are many causes of depression including both external stress factors and hormonal imbalances. However, difference in response among different persons may be attributed to one's thinking, temperament, past experience and genetic factors as well.
Depression is usually a genetic neuro-biochemical illness, starting usually during youth of perduring all the life if not treated by antidepressants, according to an efficent algorythm (http://bmaroy.fre.fr/depressionF&E)
You do not need an external stress in order to get a depression. A simple virus like Borna virus will do the job by stealing BDNF. Besides depression is also an immune disease
because cytokines are involved like elevated IL-6.
Addison's disease (hypocortisolemia) -> adrenal crisis can be a physiological cause for (but not a consequence of) depression in susceptible individuals.