Here are two dictionary
definitions of tragedy. I think that the first one is more typical of Greek tragedy, and the second is more modern.
A drama or literary work in which the main character is brought to ruin or suffers extreme sorrow, especially as a consequence of a tragic flaw, moral weakness, or inability to cope with unfavorable circumstances.
A play, film, television program, or other narrative work that portrays or depicts calamitous events and has an unhappy but meaningful ending.