Highly plastic endocrine traits are thought to play a central role in allowing organisms to respond rapidly to environmental change. Yet, not all individuals display the same degree of plasticity in these traits, and the costs of this individual variation in plasticity are unknown. We studied individual differences in corticosterone levels under varying conditions to test whether there are consistent individual differences in (1) baseline corticosterone levels; (2) plasticity in the hormonal response to an ecologically relevant stressor (food restriction); and (3) whether individual differences in plasticity are related to fitness costs, as estimated by oxidative stress levels. We took 25 wild-caught house sparrows into captivity and assigned them to repeated food restricted and control treatments (60% and 110% of their daily food intake), such that each individual experienced both food restricted and control diets twice. We found significant individual variation in baseline corticosterone levels and stress responsiveness, even after controlling for changes in body mass. However, these individual differences in hormonal responsiveness were not related to measures of oxidative stress. These results have implications for how corticosterone levels may evolve in natural populations and raise questions about what we can conclude from phenotypic correlations between hormone levels and fitness measures.