Coming from a psych perspective, people have different stress tolerances. This doesn't mean anyone is stronger than anyone else, but the way the nervous system functions differs between individuals and create unique responses to stress. This might be why some people freak out easily while others grow through crisis. It isn't all down to life experiences. As you've said, many people have the same or similar life experiences but 'do better'. Their biological make up and inner temperament as well as life events, adult support networks and inner drive can cause individual differences.