Business strategist and bestselling author Tony Robbins knows the importance of surrounding yourself with leaders: That's why he pays attention to some of the world's most successful people, including billionaire investors Warren Buffett, Ray Dalio, Carl Icahn and Richard Branson.

There's a lot to learn from these business leaders, but Robbins says the most important takeaway might be that "none of them let the motion of the market control them," he tells CNBC Make It.

"Most people live with so much fear and anxiety in their lives and these people just learn to say: 'This is part of life. There's going to be ups, there's going to be downs, and my job is never to let what's happening in the moment define me.'"

In other words, they stay calm, and stay the course, even when the market is fluctuating.

This lesson is particularly relevant right now, given recent stock market volatility. On Thursday, the Dow Jones Industrial Average dropped nearly 800 points, bringing two-day losses to more than 1,500 points.