Doomsday is nothing of a tragedy compared to Journey’s end
And you know why? Because Donna Noble, who NEVER believed she mattered, or that she was capable of something finally realizes she matters, and in fact she is the most important woman of universe. She is there when they save every single life form.
But then, moments after it she and the Doctor realize she can’t be. There cannot be a human with the mind of a timelord. And every single thing that made her notice that she was not ordinary and that the history of the whole creation converged into her in a single moment, every memory of all the extraordinary things that happened to her just had to be taken away from her.
Rose, in Doomsday was able to keep her memories. Donna will never know, and that’s a greater tragedy, to have the best days she ever lived taken away from her, she will never know any of it. And that last moment when she begged to the doctor to let her have it all is just terrible.
She is my favourite companion by far.