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Stress hormones in Rocky Mountain bighorn sheep (Ovis canadensis canadensis), produced in response to environmental changes, road development, or high population density, may impact their immune systems to a threshold level that predisposes them to periodic, large-scale mortality. We compared the stress response to a novel environmental situation and repeated handling between bighorn sheep born and raised in captivity (CR) and bighorn sheep born in the wild (WC) and brought into captivity. We measured plasma epinephrine, norepinephrine, cortisol, and fecal glucocorticoid metabolites (FGM). Three weeks after each group’s arrival we used a one-time drop-net event to elicit an acute stress response, and we collected blood samples from each sheep over 35 minutes, as well as one fecal sample. We collected blood and fecal samples from both groups on 7 other occasions over the subsequent 6 months. We also collected fecal samples from the pen at approximately 24-hour intervals for 3 days following every handling event to monitor the stress response to handling. We found that CR sheep had a stronger autonomic nervous system response than WC sheep, as measured by epinephrine and norepinephrine levels, but we found a very similar hypothalamic–pituitary–adrenal axis (HPA) response, measured by cortisol levels, to the acute stress event of a drop-net restraint. We also found that once the WC sheep had acclimated, as indicated by the return to the initial baseline FGM levels within 12 weeks, the CR and WC groups’ HPA responses to sampling events were not significantly different from one another. Fecal samples can provide a noninvasive mechanism for managers to monitor baseline FGM for a given herd. Using long-term monitoring of FGM rather than values from a single point in time may allow managers to correlate these levels to outside influences on the herd and better understand the impacts of management changes, population density, or increased human developments on the health of the sheep population.