Dogs are so connected to their owners that they share similar stress levels, according to a new study published in the journal Scientific Reports. When people are stressed out, researchers found, their dogs tend to be, too. Certain aspects of your personality—how neurotic you are, mainly—may also affect how stressed your dog is.

Researchers in Sweden surveyed the owners of 58 Shetland sheepdogs and border collies about their personality traits and those of their dogs. They then outfitted the dogs with a special collar for a week to monitor their activity levels.

To measure stress levels, researchers took human and canine hair samples and analyzed concentrations of cortisol, a stress hormone, in both.

The dogs’ activity levels didn’t affect how stressed they were. Neither did the dogs’ personalities (measured by the validated Dog Personality Questionnaire, which their owners completed) or how many hours a day their owners worked.

What did seem to matter was how stressed their owners were—cortisol levels in dogs synced up with those of their humans—and certain human personality traits. Curiously, people who were more neurotic actually had dogs with lower cortisol levels. “There is some indication that humans scoring high on neuroticism form a strong attachment bond to their dogs,” write the study authors, “and that these individuals, to a greater extent than others, use their dog as a social supporter.” That, in turn, means that they may serve as a strong social supporter for their pet. “It could maybe boil down to different types of amounts of interaction, but this needs of course to be studied further,” wrote study co-author Lina Roth, senior lecturer at Linköping University in Sweden, in an e-mail.

These links were especially strong in female dogs (studies in other species have suggested that “compared to males, females show a higher emotional responsivity,” the authors write) and in competing dogs, who spend a lot of time working with their owners.

“We do have a truly special bond to our dog,” Roth says. Next, the researchers will study more breeds of dogs—“but also other pets,” she says. “Maybe cats.”

Write to Mandy Oaklander at mandy.oaklander@time.com.