He is. I don't know if you've read that one Stannis/Davos fic on AO3, about their first meeting during the siege? It's wonderful, possibly the best Stannis fic I've seen. Not that there are many, but that one really is amazing.
I enjoy exploring young Stannis. Since he's not a POV character (nor is anyone who knew him as a child/young man) we don't know much about that time, but I do like to think about how he became who he is now.