As the coronavirus 2019 (COVID-19) pandemic continues to be a global public health emergency, many individuals are facing mental health issues due to the many challenges that accompany this pandemic. Previous studies report that many people around the world are experiencing high levels of stress and therefore struggling to manage their emotions and mental well-being. While there are numerous different factors that influence how an individual may be dealing with the pandemic related stressors, one factor that does seem to influence their stress level is their coping mechanisms. In this study, we aim to understand people's perceived stress level during the COVID-19 pandemic, their coping mechanisms, and whether these constructs were influenced by their personality and other individual differences. To investigate these questions, we conducted an online survey in the summer of 2020 where study participants were asked to report on their mental well-being. Study results obtained from statistical models, including Pearson Correlation Test, Regression models, and Random Forest model, show that there is a significant difference between individuals' stress level and their coping mechanisms. In addition, we found that individuals' personality traits seem to influence their stress level as well as what type of coping mechanism they may be using during the pandemic. These findings can provide awareness to individuals as well as for public and mental health professionals who may be working or providing support to different populations during the COVID-19 pandemic.