To put it simply: stress is a physiological state, anxiety is an emotion.
To elaborate: stress is our response to a perceived threat, you’ve probably heard of the fight-or-flight response. Our body releases hormones to do things such as increase our heart rate to prepare for action. Stress is often supposed to happen reactively; something sudden might startle us such as an animal jumping out at us. It’s an involuntary process, and our mind is more often preoccupied with making snap decisions.
Anxiety is a general mood often based around dread, the anticipation of a perceived threat. It’s the fear that an animal might attack us, though we haven’t seen one yet. It starts as a mental state that then might lead to a stress response.
In general use, people might interchange the terms to mean the other.
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