It seems like by saying, "You're such a stress case," your sister is minimizing and scoffing at your feelings and ignoring the fact that depressions and emotional problems can result from a legitimate mental health problem. Even relatives and friends who mean well it seems sometimes fall into that pattern of what so many people do, and lump a true handicap with "stress," putting unfair pressure on you to just snap out of it and just be normal. It does feel like a slap in the face when someone who you feel understands you and listens to you makes a comment like that, because then you find yourself wondering if you were ever really understood and feeling like you have to keep everything to yourself, lest anyone judge you or cause you to feel that your moods are your fault. I've been there many times, with my family, husband, friends, and tend to take comments, even small ones if really depressed and obsess over them every time I think about confiding in somebody, but feeling like if I don't get the feelings out, I'll explode. I also feel an urgent need just to be understood and comforted, so it's totally understandable you feel this way. The important things to not only remember, but know, is that despite what people may tell you, you are not creating stress for fun! And you do not always have control over how you feel, regardless of people who become upset and judge you for it. Being depressed does not make you a bad person, and it is NOT a character flaw. Sometimes people try to make you feel bad by pointing out just how stressful their or other people's lives are, maybe to try to be helpful, but I know for me it makes me feel guilty, like maybe I was being a drama queen, and then that perpetuates the cycle of depression all over again. But it IS a legitimate thing, not just you being silly about stresses in life that you should just be dealing with.
Best wishes, I hope you feel better soon!