How can you tell the difference between clinical depression, and being stressed out?

A few warning signs. Clinical depression has 5 or more of the following, daily, for most of the day, for 2 or more weeks: depressed mood, no interest in previously enjoyable acts, lack of/excessive sleep, excessive guilt/worthlessness, decreased energy, decreased concentration, decreased/increased appetite, agitation or its opposite-slowing, thoughts of deat/suicide. It must include depressed mood or loss of interest.
Duration & severity. Clinical depression is distinguished from just feeling sad in that a) it's been going on continuously for at least two weeks and b) it is interfering with normal functioning in at least two ways, e.g. Depressed mood nearly all day, loss of appetite, loss of interest or pleasure in activities, insomnia or excess sleep, fatigue, feelings of worthlessness or guilt, impaired concentration, etc.
Several things: Normal stress is caused by external events, and stops when those issues are resolved. Clinical depression more entrenched than that. Seen in clinical depression but not in stress: anhedonia (loss of interest in pleasure/fun), feeling worthless, loss of energy/focus. Sometimes sleep disturbances, GI problems, social withdrawal, decline in personal hygiene, unexplained aches/pains.
Five symptoms. A diagnosis of major depression requires you either have 1) depressed mood, or 2) loss of interest in activities you used to enjoy. In addition, you must have 4 of the following symptoms: change in sleep, change in appetite/weight, feeling guilty/worthless, low energy, difficulty concentrating, moving more slowly than usual, or suicidal thoughts. Symptoms must last 2 weeks and occur daily.
Subtle. If you are having mroe bad days than good, are unable to face stresses with the same ability, dont enjoy the things that you usually enjoy, feel guilty about things you shouldnt, have sleep changes, less energy, sadness, feel stressed when stressful things arent going on, you may need help. Start by exercising every day 15 min fast for 2 weeks (if healthy), see dr if not improving.