The first one is in the Present continuous tense. It's a complete sentence. The only error is that "sadness" is unnecessarily capitalized. The second one is in the Simple Present tense. If it had "sadness" rather than just "sad" it would make sense. The Present Continuous is used for actions that are ongoing at the present time. The Simple Present is used for things that are generally true or happen regularly.

I guess the 2nd one has to change a bit to: from being sad or from depression..

Does sad in the second one mean Seasonal Affective Disorder?