They are both behavioral diagrams but have different emphases.
- Activity diagram is good at depicting the control flowing from one activity to another, especially good at the logic of conditional structures, loops, concurrency.
- Sequence diagram is good at depicting the sequence of messages flowing from one object to another, how their messages/events are exchanged in what time-order.
Notice that sequence diagram may also express conditions, loops and concurrency by using guards, but they are not as intuitive and convenient as those in activity diagram.