One of the biggest differences between sadness and grief is that sadness is short lived, it can be cancelled with happiness even if it's not on the same paradigm.

Grief however sets in, in your mind, in your thoughts, in your heart.
It walks with you, sits beside you.
It can't be cancelled with happiness, it demands time, it demands prolonged agony and anxiety, it demands restlessness, it diminishes joy and strengthens pain...
It demands to be lived with and endured...
It makes everything stagnant, slow and numb.
Grief is the highest form of toll the mind has on the body.