From a paper published in September, 2012.
Depression and Adolescent Sexual Activity in Romantic and Nonromantic Relational Contexts: A Genetically-Informative Sibling Comparison
Results indicated that adolescent dating, in and of itself, was not associated with depressive symptoms. The association between depressive symptoms and sexual activity with a romantic partner was fully accounted for by between-family genetic and shared environmental confounds. In contrast, sexual activity with a nonromantic partner was significantly associated with both mean levels of depressive symptoms and clinically severe depression, even within sibling dyads. This relationship was greater for younger adolescents (<15 years). These results are consistent with a growing body of research demonstrating that relationship contexts may be critical moderators of the psychosocial aspects of adolescent sexual experiences.
Not surprising for anyone working with teenagers. Does the above statement surprise you in any way?