That's sort of a false dichotomy. The options aren't
1. Drink alcohol to calm down
2. Stay anxious and stressed
The options are more like
1. Drink alcohol to calm down and impair your sleep ensuring you'll get stressed more often and need to have a glass of calming juice again soon
2. Wear yourself out at the gym to calm down and improve your cortisol regulation and reduce the need to calm down
3. See a therapist and learn better stress coping strategies and reduce the need to calm down
4. Remove stressors from your life and reduce the need to calm down
5. Eat healthier and sleep better and improve your cortisol regulation and reduce the need to calm down
...
N. Stay anxious and stressed