Walking, whether it is on a treadmill or outside, is good for you. There are, however, quite a few differences between the two. For example, walking on a treadmill does not require horizontal forces--the ground, or belt, moves automatically--only vertical movement. This small difference can have a large effect on things like calories burned, muscles being used, speed and endurance.
Horizontal Movement
Because walking on a treadmill does not require horizontal movement, less muscles are activated, specifically hamstring and gluteal groups are not activated, and therefore less calories are burned. This can, however, be overcome by introducing an incline from the treadmill, which will force a recruitment of these posterior leg muscles as long as you don't hold onto the hand rails.
Balance
Greater balance is required walking outside than on a treadmill. This may not seem the case as many people are used to walking outside but trip up on a treadmill because of the somewhat foreign nature of a treadmill. But, treadmills do no have a variety of surfaces, terrains, and inclines or declines. All the changes, however subtle they may be, increase the balance muscles throughout the legs and into the core. While some treadmills can be programmed to move through a variety of inclines, it is impossible for it to match that of the outdoors.
Monotony
Walking outside is much less monotonous than walking on a treadmill. Let's face it, when you're on the treadmill, the scenery doesn't change. If you happen to be outside, there is constant change in the scenery which in and of itself can be helpful mentally if you're on a long walk. Some treadmills combat this with televisions, which if you're going to be watching TV, you may as well try to burn some calories at the same time.
Vitamin D
One major benefit of walking outside rather than on a treadmill is that when you are outside, your body is able to make vitamin D when your skin is in contact with sunlight. Yes you can buy a vitamin D supplement, but when you can get the same thing by simply walking outside there doesn't appear to be much sense in it.
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