[rodw]

ADHD has a ~30% rate of comorbidity (some sources say as high as 40% to 60%) with both anxiety and depression (and, as you note, is also correlated with other issues such as bipolar disorder and substance abuse).

Moreover, delayed diagnosis ADHD is even _more_ correlated with issues like anxiety than the ADHD population in general. If you think about it, that outcome is predicable: a lifetime of experiencing the kinds of problems created by executive dysfunction (especially with little or no understanding or explanation of the phenomenon) is a perfect breeding ground for anxiety or depression or both.

I'm not sure if the same statement is true for diagnosed but untreated ADHD, but certainly seems plausible.