Individuals vary in their behavioral and physiological responses to environmental changes. These behavioral responses are often described as coping styles along a proactive-reactive continuum. Studies in laboratory populations often, but not always, find that behavioral responses and physiological responses to stressors covary, where more proactive (more aggressive and active) individuals have a lower physiological stress response, specifically as measured by hypothalamic-pituitary-adrenal (HPA) axis activity. These studies support the possibility of hormonal pleiotropy underlying the presentation of behaviors that make up the proactive-reactive phenotype. However, recent research in wild populations is equivocal, with some studies reporting the same pattern as found in many controlled laboratory studies, whereas others do not. We tested the hypothesis that physiological and behavioral stress responses are correlated in wild adult North American red squirrels (Tamiasciurus hudsonicus). We used fecal cortisol metabolites (FCMs) as a non-invasive, integrated estimate of circulating glucocorticoids for our measurement of HPA axis activity. We found that FCM concentrations were not correlated with three measures of behavioral coping styles (activity, aggression, and docility) among individuals. This does not support the hypothesis that hormonal pleiotropy underlies a proactive-reactive continuum of coping styles. Instead, our results support the two-tier hypothesis that behavioral and physiological stress responses are independent and uncorrelated traits among individuals in wild populations that experience naturally varying environments rather than controlled environments. If also found in other studies, this may alter our predictions about the evolutionary consequences of behavioral and endocrine coping styles in free-living animals.