Learned helplessness represents a failure to escape after exposure to inescapable stress and may model human psychiatric disorders related to stress. Previous work has demonstrated individual differences in susceptibility to learned helplessness. In this study, we assessed different factors associated with this susceptibility, including strain, sex, and open-field behavior. Testing of three rat strains (Holtzman, Long–Evans, and Sprague–Dawley) revealed that Holtzman rats were the most susceptible to helplessness. Holtzman rats not only had the longest escape latencies following inescapable shock, but also showed spontaneous escape deficits in the absence of prior shock when tested with a fixed-ratio 2 (FR2) running response. Moreover, when tested with fixed-ratio 1 (FR1) running – an easy response normally unaffected by helplessness training in rats – inescapable shock significantly increased the escape latencies of Holtzman rats. Within the Holtzman strain, we confirmed recent findings that females showed superior escape performance and therefore appeared more resistant to helplessness than males. However, regression and covariance analyses suggest that this sex difference may be explained by more baseline ambulatory activity among females. In addition, some indices of novelty reactivity (greater exploration of novel vs. familiar open-field) predicted subsequent helpless behavior. In conclusion, Holtzman rats, and especially male Holtzman rats, have a strong predisposition to become immobile when stressed which interferes with their ability to learn active escape responses. The Holtzman strain therefore appears to be a commercially available model for studying susceptibility to helplessness in males, and novelty-seeking may be a marker of this susceptibility.