The one thing that is absolutely crucial in dramatic stories - in all stories, honestly, but especially in those - is to make us care about the character. Makes us want to see the character through the sad times. Which isn't an easy task, but it is a necessary one.
A few things to consider:
Don't do the same thing over and over.
If, for example, your character gets bullied by someone who embarrasses them in front of a crowd of people on page two, don't have it happen again on page 30, and page 65, and page 100. Don't stay in an angsty stasis, running over the same thing over and over again; have them change and develop.
Vary intensity
In between your moments of angst and threat (by "threat" I mean something happening that hinders your character or hurts them in some way), have moments of calm. Have moments of attempted recovery. And also vary the intensity of the angst. Sometimes a bad day is just small things going wrong - you spilled your coffee all over yourself this morning, got splashed by a car driving through a puddle, ended up late for work, your computer isn't working, that thing you wanted to buy is out of stock, etc., - and sometimes a bad day means, as per @keii4ii's example, that the Nazis want to kill you.
Build up towards bigger things, but have moments of lower intensity between. It's like music: you don't make good music by constantly blaring the same note at the highest possible volume.
Give your characters moments of triumph
They don't have to be big ones, but do give your characters moments when things go right. Give them something they feel good about, and something to look forward to. It will also give your readers a solid reason to think that hey, at some point, things might work out for this person.
Develop your character's personality
Who is this person that all these bad things are happening to? They can't just be a target for angst. They can't just be a doll wandering through scenes of sadness and crying on cue. I need to know who they are, and how they're changed by their experiences. I can't sympathise or empathise with a tear-soaked cardboard cutout - I need a person, not some waterlogged paper-product.