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The main objective of this study was to determine the relative value of four cognitive-behavioral competencies that have been shown in empirical studies to be associated with effective stress management. Based on a review of relevant psychological literature, we named the competencies as follows: Manages or Reduces Sources of Stress, Manages Thoughts, Plans and Prevents, and Practices Relaxation Techniques. We measured their relative value by examining data obtained from a diverse convenience sample of 18,895 English-speaking participants in 125 countries (65.0% from the U.S. and Canada) who completed a new inventory of stress-management competencies. We assessed their relative value by employing a concurrent study design, which also allowed us to assess the validity of the new instrument. Regression analyses were used to rank order the four competencies according to how well they predicted desirable outcomes. Both regression and factor analyses pointed to the importance of proactive stress-management practices over reactive methods, but we note that the correlational design of our study has no implications for the possible causal effects of these methods. Questionnaire scores were strongly associated with self-reported happiness and also significantly associated with personal success, professional success, and general level of stress. Data were collected between 2007 and 2022, but we found no effect for time. The study supports the value of stress-management training, and it also suggests that moderate levels of stress may not be as beneficial as previously thought., (© 2024. The Author(s).)