The stress-response is adaptive in the short-term, but it can be maladaptive if sustained levels of its mediators are chronically maintained. Furthermore, not all individuals exposed to chronic stress will progress to disease. Thus, understanding the causes of individual differences and the consequences of variation in vulnerability is of major importance. The aim of this review is to shed light on this issue by presenting a new naturalistic model of chronic psychosocial stress in male mice. Resident/intruder pairs of mice lived in continuous sensory contact and physically interacted daily. Four categories were identified: Resident Dominant, Resident Subordinate (RS), Intruder Dominant, and Intruder Subordinate. Behavior, autonomic and immune functions, hypothalamic-pituitary-adrenocortical responses, brain cytokine expression and cardiac histology were investigated in stress-exposed mice. Certain stress-induced alterations were present in all mice independent of their social status, while others clearly differentiated dominants from subordinates. RS mice showed a unique profile of alterations suggesting that the loss of relevant resources, such as the territory, is the key factor determining why only certain stress-exposed individuals ultimately show malignancy and psychopathologies.