Depression and ADHD are both related to dopamine and norepinephrine dysfunction, but depression has a strong element of serotonin dysfunction as well.
One of the defining characteristics of hyperactive individuals is their addiction to stimulation (work, learning, leisure), which to me seems like it's fed by negative reinforcement. Removal of these things sends them into a depressive state because there simply isn't anything keeping them excited (and perhaps distracted from neuroticism).
It seems like depression is kind of the contrapositive. There is the same element of dopamine dysfunction, spawning disinterest and hopelessness, but they lack the positive reinforcement of anything to pull them out of. I think this is where the sprinkling of serotonin dysfunction into the pie comes in. There's a very low level of security or confidence in any sort of endeavor.