Young people aren’t good at shaking off work stress

Anxious workers were most likely to report having troubles staying present at work, followed by skipping work, maintaining relationships with co-workers, and getting disciplined.

Another piece of data in the study might help explain why young adults seem more worried than their older peers. While most workers—60 percent—told BDA that anxiety limited their ability to be focused and present at work, millennials were especially likely to skip a day when they started feeling anxious: Twenty-one percent said they had trouble with absenteeism when they were anxious. By comparison, 17 percent of Gen X workers and 18 percent of boomer employees played hooky when stressed.

In other words, millennials may not feel anxiety more acutely than other generations—it could just be, the firm said, that they're "more inclined to call in sick or take a day off when feeling anxious."

The takeaway for bosses: recognizing that their millennial employees may respond to anxiety differently than their older co-workers, and that a few of their sick days could very well be considered mental health days.