I don't know how it is in other languages (I'd be interested to hear about it) but in English there is often a use of jealousy in both the sexual relationship (i.e. I'm jealous that my girlfriend is still talking with her ex-boyfriend) and the social one (i.e. I'm jealous of the new car my friend bought).
Educated types try to use envy instead of jealousy here but I always think that the common use has something powerful in it. Some dictionaries capture it when they point to
Envy denotes a longing to possess something awarded to or achieved by another: to feel envy when a friend inherits a fortune. Jealousy, on the other hand, denotes a feeling of resentment that another has gained something that one more rightfully deserves: to feel jealousy when a coworker receives a promotion (dictionary.com)
I think that envy is thus shown to be an earlier development than jealousy which requires a reference to one's status. In this way I think envy is linked to a pre-moral sense of wanting to deprive others of the object or pleasure that they experience and one lacks.
I think that there is often pride or shamelessness associated with jealousy so that one is jealous but keeps it hidden or 'hates on' the person shamelessly.
I did a quick search and saw a philosophical explanation. They are always great because the words are driven out of their senses and some neat logical distinction is attempted without any sense for development of mind:
1.2 Envy vs. Jealousy
Ordinary language tends to conflate envy and jealousy. The philosophical consensus is that these are distinct emotions. While it is linguistically acceptable to say that one is jealous upon hearing about another's vacation, say, it has been plausibly argued that one is feeling envy, if either, in such a case. Both envy and jealousy are three-place relations; but this superficial similarity conceals an important difference. Jealousy involves three parties, the subject, the rival, and the beloved; and the jealous person's real locus of concern is the beloved—the person whose affection he is losing or fears losing—not his rival. Whereas envy is a two party relation, with a third relatum that is a good (albeit a good that could be a particular person's affections); and the envious person's locus of concern is the rival. Hence, even if the good that the rival has is the affection of another person, there is a difference between envy and jealousy. Roughly, for the jealous person the rival is fungible and the beloved is not fungible. So he would be equally bothered if the beloved were consorting with someone else, and would not be bothered if the rival were. Whereas in envy it is the other way around. Because envy is centrally focused on competition with the rival, the subject might well be equally bothered if the rival were consorting with a different (appealing) person, but would not be bothered if the ‘good’ had gone to someone else (with whom the subject was not in competition). Whatever the ordinary meaning of the terms ‘envy’ and ‘jealousy,’ these considerations demonstrate that these two distinct syndromes need to be distinguished.(Stanford Encyclopedia of Philosophy)