Are these sentences all ok and natural?
I'm sorry about that as much as you are.
I'm sad about that as much as you are.
I'm depressed about that as much as you are.

Question

Answer

It seems more natural (to me) to say:

I'm as sorry about that as you are.
I'm as sad about that as you are.
I'm as depressed about that as you are.

Answer

Those sentences are okay. More commonly heard would be sentences where "that" is replaced by "it".