Individuals differ in the manner that they cope with risk. When these behavioral differences are manifested in risky or challenging environments (i.e. stressful situations), they are generally interpreted within the "coping style" framework. As studying inter-individual variability in behavior is particularly challenging in the wild, we used a captive facility to explore consistency in the individual behavioral response to an acute stress in roe deer (Capreolus capreolus). Using behavioral and physiological parameters measured six times across a calendar year, we first quantified individual repeatability and, second, explored the correlations among these parameters that might indicate a coherent stress response. Finally, we analyzed the link between the stress response and individual body mass, a reliable indicator of phenotypic quality in roe deer. We found that the measured parameters were highly repeatable across seasons,-indicating that the individual stress response is consistent over time. Furthermore, there was considerable covariation among the stress response parameters, describing a proactivity-reactivity gradient at the individual level. Finally, proactive individuals had higher body mass than reactive individuals. We suggest that consistent individual differences in energy metabolism and physiology may promote consistent individual differences in behavioral traits, providing a mechanistic link between food acquisition tactics and demographic performance.