Depression Choose 86%
Social Phobia Choose 14%
With social phobia you can not get under people. With depression you can not get out of bed, let alone house.
Apart from that one often ends a fatal and the other, normally, not.
A social phobia can be adequately / successful therapy
I think if you have a social phobia, you will be depressed with time. Both are very serious, so I can not really answer the question. Why do you want to know that?
Depression can lead to suicide or tried suicide.
I would say with depression