You could say there are different nationalities of depression, not that people who share the same nationality share the same kind of depression, but that everyone who has a depression is assigned, seemingly at random, one of the many nationalities of depression.
Like actual nationalities, nationalities of depression have common accents, cultures, cuisines, and a difficulty in understanding other nationalities.
During a long visit from my depression several years ago, I began to study her qualities— this depression is more willing to talk to strangers, less able to talk to her family, less aware when crossing busy streets, less able to make decisions about food, more interested in bad television, more likely to talk aloud to self, less likely to talk about self, less aware of physical appearance, either much more or much less productive, less aware of etiquette, prone to remain very still.