Does anxiety bring depression too?

Yes, most of the time people with anxiety are depressed and vice versa. But not all the time.

Yes. It makes me feel like I pale in comparison to my friends, that I can never do anything right, and like a bright future is impossible.

Anxiety and depression are often linked together. Lack of motivation, difficulty sleeping, constant low mood as a result. I was first diagnosed with stress and anxiety, then a few months later with depression. They can often go hand in hand with one another. What you should do, if you are worried is talk to somebody. There are also brilliant guides on this website to help you find your own method of coping and truly understand what you are feeling.