Hendricks explained that she's very demure, whereas Joan is always willing to use her feminine mystique to get her way.
"I feel like I don't relate to Joan that much," the actress told Women's Health UK. "I think we have elements of the characters we play - Joan is much ballsier than I am; I'm a bit of a softie. There's a big difference there."
Hendricks went on to say that there are lessons Mad Men's female fans can learn from Joan.
"I think sexuality is incredibly powerful, but I don't think Joan is aggressive with it, just confident. She 'owns' it," she said. "When a woman is confident with her sexuality men respond to it and I think women aspire to feel confidence.
"The tight-fitting clothes she wears are never vulgar: it's sleek and sophisticated. That era was all about carrying yourself with confidence."
Mad Men's fifth season premieres in the US on AMC on March 25. The series returns to the UK on Sky Atlantic on March 27.
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