Stress is stress and a calorie is a calorie, but this post isn't about nutrition.
Before we dig into the details, it's important to define what we're actually talking about.
Everyone has their own definition of stress, put simply, stress is anything that challenges our bodies homeostasis. One of the overruling themes of physiology is the need to maintain homeostasis. Often you're aware of these changes, such as sweating when your body temperature becomes too hot. Other times you're not aware, such as your blood vessels dilating during with an increase in body temperature. Either way, this is an unconscious act to help preserve homeostasis from a stressor.