A lot of times stress and anxiety are compared to each other and too often the two are also confused with one another.
There is a difference, however, between the two.
Because it can be difficult to see the difference, it can be very difficult to explain the difference. Like if an anxiety patient is asked by her/his doctor if the (s)he thinks the stomach cramp that was experienced came from anxiety or from stress: The symptom can be a sign of both stress and anxiety, so telling a difference can be very hard.
I try to explain the difference according to three basic dimensions where you can tell a difference; time, change and knowledge of stressor
Here I am talking about the bad stress (distress) and not the lifesaving, good stress (eustress). Ask yourself for how long you have been able to see the signs of stress or signs of anxiety, as a general rule I would say that if the stress has been there for a year or more, there is a good chance that you have stress.
Remember that stress can be a result of anxiety... and also remember that a simple fear can be stressful without being a phobia. You might be stressed by a fear of sunburn if you are living in southern Texas without having Heliophobia (fear of the sun).
If a response (change) occurs fast for example like a panic attack, then that would be an anxiety response. But it has to be somewhat severe, because stress is supposed to come fast to enable us to react - but it is not meant to inhibit us from taking action.
If you feel the response more in waves or you can feel it build over hour or days, then that is classic stress.
If you know your stressor your goal should be to tackle it or work around it. But if you are unable to work around it or avoid it the stressor and the knowledge that you are not able to "get away" from it may cause anxiety to build and be become a severe condition.
I hope this has helped to make the differences between stress and anxiety more clear.
Remember that the two are correlated and sometimes it is possible to separate them - the might just be too related in some cases.