沉着 (chén zhuó) describes a calm, collected state of mind, especially when facing danger or pressure — it's the composure you maintain during a crisis. It is similar to 镇定 (zhèn dìng) but 沉着 emphasizes steady, deliberate action under stress, while 镇定 can also mean 'to calm down'. 沉稳 (chén wěn) is more about a person's overall steady character, and 冷静 (lěng jìng) is the everyday word for 'calm'.