melancholy vs sad

melancholy is a noun but sad is not a noun.

Word	Noun	Adjective	Verb	Adverb
melancholy	Yes	Yes	No	No
sad	No	Yes	No	No

melancholy (noun)	sad (noun)
a humor that was once believed to be secreted by the kidneys or spleen and to cause sadness and melancholy
a feeling of thoughtful sadness
a constitutional tendency to be gloomy and depressed

melancholy (adjective)	sad (adjective)
grave or even gloomy in character	experiencing or showing sorrow or unhappiness
characterized by or causing or expressing sadness	bad; unfortunate
	of things that make you feel sad