regret vs sadness

regret and sadness both are nouns.

Word	Noun	Adjective	Verb	Adverb
regret	Yes	No	Yes	No
sadness	Yes	No	No	No

As nouns, sadness is a hypernym of regret; that is, sadness is a word with a broader meaning than regret:

Other hypernyms of regret include unhappiness.

regret (noun)	sadness (noun)
sadness associated with some wrong done or some disappointment	the quality of excessive mournfulness and uncheerfulness
	emotions experienced when not in a state of well-being
	the state of being sad

regret (verb)	sadness (verb)
decline formally or politely
express with regret
feel remorse for; feel sorry for; be contrite about
feel sad about the loss or absence of