While studies have been conducted examining the stress response of dairy cattle to individual acute and chronic stressors, the results are difficult to compare due to differences in study design and analysis methods. The aim of the present study was to conduct a comparative assessment of the impact of eight common stimuli: artificial insemination (AI), embryo transfer (ET), morning milking (MM), evening milking (EM), veterinary examination (VE), ultrasound examination (US), hoof trimming (HT), and natural breeding (NB) on the hypothalamic-pituitary-adrenal axis and milk production of 24 Holstein-Friesian cattle. After random allocation into control and treatment groups, a total of five blood samples were collected 40 min (Ba1) and 20 min (Ba2) prior to stimulus application, immediately following the stimulus (St), as well as 20 min (Re1) and 40 min (Re2) post-stimulus. A comparison between the overall serum cortisol concentrations in the treatment groups showed a significant difference between HT to AI (p = 0.006), ET (p = 0.010), MM (p = 0.021), VE (p = 0.009), EM (p = 0.007), and US (p = 0.010), except for NB (p = 0.542). There is no significant difference between the control groups (p > 0.05). The stimuli HT (p < 0.001) and NB (p < 0.001) showed significant increases in cortisol following stimulus application, and the levels failed to decrease significantly by sample Re2. No significant differences in daily milk yield (kg) were measured amongst the tested stimuli (p = 0.472) nor amongst the groups ‘Control’, ‘Treatment’ and ‘no stimulus’ (p = 0.350). In conclusion, when factors such as increased physical activity, novel social interaction, sexual arousal, and a more intense restriction of movement are present, the animal’s perceived controllability and predictability might decrease, affecting the animal’s response to stress. Treatments carried out while animals are restrained in a headlock while remaining within their regular group likely result in a less intense activation of the HPA axis.