oppression vs depression

oppression and depression both are nouns.

Word	Noun	Adjective	Verb	Adverb
oppression	Yes	No	No	No
depression	Yes	No	No	No

As nouns, depression is a hypernym of oppression; that is, depression is a word with a broader meaning than oppression:

oppression (noun)	depression (noun)
the act of subjugating by cruelty	pushing down
a feeling of being oppressed	sad feelings of gloom and inadequacy
the state of being kept down by unjust use of force or authority:	a sunken or depressed geological formation
	angular distance below the horizon (especially of a celestial object)
	a concavity in a surface produced by pressing
	a mental state characterized by a pessimistic sense of inadequacy and a despondent lack of activity
	an air mass of lower pressure; often brings precipitation
	a long-term economic state characterized by unemployment and low prices and low levels of trade and investment
	a state of depression and anhedonia so severe as to require clinical intervention