1. Debt

When it comes to debt, almost 70 percent of women say incurring credit card debt or a consumer loan led to higher stress levels, compared with 47 percent of men; 36 percent of women, compared with 21 percent of men, sleep worse; 34 percent of women, but just 17 percent of men, gained weight and 29 percent of women were less active, compared with 12 percent of men.

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But paying off debt does the opposite, having a major impact on overall happiness, particularly for women. While 59 percent of women say it made them happier, only 50 percent of men said so, while 62 percent of women say their lives were improved and just 53 percent of men agreed. In addition, 44 percent of women reported lower stress levels, compared with 37 percent of men.

 2. Lack of exercise

Among those starting an exercise routine, 56 percent say they felt less stressed—but stopping exercising goes nearly as far in the opposite direction, with 55 percent feeling more stressed. And if 71 percent are happier starting a routine, quitting makes 69 percent less happy—while 38 percent of the exercisers are more motivated at work and 20 percent of the couch potatoes are less motivated.

3. Adult kids returning home to live

Having the kids come home to roost is just plain stressful, with 68 percent of parents saying they're more stressed; 53 percent are less happy; 54 percent are less satisfied and 53 percent have less leisure time. Not much to smile about there—and add to that 76 percent of parents reporting higher expenses. Pity the poor moms, though; 46 percent are sleeping worse and 40 percent say they've gained weight.

4. Company reorganization

A work reorganization takes a substantial toll, with more employees citing that as the most significant life event than any other life event in the survey. And it's all bad, with reorganizations causing 64 percent of respondents feeling less happy and 30 percent feeling worse about their finances. Women and millennials were disproportionately affected: 49 percent of millennials lost sleep and 63 percent of women had lower career satisfaction after a reorganization.

5. Caregiving

And then there's caregiving—a drain on health, but more so for boomer women.

With a quarter reporting that they'd become a caregiver for a sick or elderly family member in the past year, 78 percent of women say they are more stressed, compared with 66 percent of men; 50 percent of women slept worse (33 percent of men), 43 percent of women gained weight from being a caregiver (22 percent of men) and 42 percent of women stopped exercising (32 percent of men).

The kicker is the financial impact: 37 percent of women report saving less after becoming a caregiver (26 percent of men).

But the poor GenXers are really in for it; they're the "sandwich generation," trying to raise kids, save for college, pay off debt and care for aging parents, all while trying to save for retirement and health care.

The study finds that 65 percent of Gen Xers had a life event that negatively impacted their well-being, compared with 60 percent of boomers and 57 percent of millennials.

Money may not buy happiness, but it certainly can relieve some of the stress of other woes.