Jealousy is 'generally' worse then envy - IMHO. Envy is a general feeling. You can feel envious of something or someone without it being personal or consuming. Jealousy on the otherhand is directed at an individual (or individuals) - it is placing negative emotions on another person because you are envious of something they are, have or do.
I agree with this completely. I've been envious of what someone is doing/has, I feel that's just human nature to think 'oh I wish I could ... too". I have someone in my life who has admitted being jealous of me & it has caused big issues in our relationship as they hold their negative feelings against me, even though it's their interpretation ITMS?