I have always been quite sporty, and I tend to remain relatively calm and composed in emergency or high stress situations. From my personal experience, people who are quite sporty and have been in their youth tend to be more as well, and panic or freeze less fast than less sporty people.
I could imagine that doing a lot of exercise, and perhaps competitive sports, could make your body more used to adrenaline or cortisol and thus teach your body and mind to be calmer in such situations.
Or course, personal experience means very little (and admittedly, I have not even been in all that many "emergency" situations), and I may be somewhat biased. So is there any research that shows (or refutes) a relation between regular exercise (and/or having done a lot of exercise in your youth, or competitive sports) and a person's reaction to emergency or high stress situations?