Well, if this article at The Register is anything to go by.

Boys who only experimented with vice did not increase their likelihood of depression. But girls only had to have sex to bring on a threefold increase in their chances of becoming depressed compared to the abstainers. A two-fold increase was experienced by those girls who experimented with drugs and alcohol.

Maybe it’s time we realised that educating teenagers purely about the physical aspects of sex is not the way forward. We owe it to them to educate them about the emotional, relationship, aspects of sex. They might then be able to understand why in the bible, God tells us that the full potential of sex can only truly be fulfilled in marriage, a life-long committed relationship.