perplexity vs mystery

perplexity and mystery both are nouns.

Word	Noun	Adjective	Verb	Adverb
perplexity	Yes	No	No	No
mystery	Yes	No	No	No

As nouns, mystery is a hyponym of perplexity; that is, mystery is a word with a more specific, narrower meaning than perplexity:

Other hyponyms of perplexity include closed book, enigma, secret, maze, snarl, tangle, dilemma, quandary.

perplexity (noun)	mystery (noun)
trouble or confusion resulting from complexity	something that baffles understanding and cannot be explained
	a story about a crime (usually murder) presented as a novel or play or movie