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Can anybody please explain me the difference between them? I have been looking for the difference in all over google and dictionaries. They all say they both mean to have worries, sadness. I haven’t been able to figure it out.

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The figurative stress people suffer from stems from the physical properties of materials and is first attested in the OED only as late as 1942. The word "stress" itself, however, goes back to Middle English and was originally nothing more than a variant spelling of "distress". I guess one way of looking at it today is that stress is what causes distress. Stress is the pressure you feel, and distress is the bad feeling you get from that. Distress is other things, too.