Sometimes God calms the storm, and sometimes He lets the storm rage and calms His child. For example:

In 1555 Nicholas Ridley was burned at the stake because of his witness for Christ. On the night before Ridley’s execution, his brother offered to remain with him in the prison chamber to be of assistance and comfort. Nicholas declined the offer and replied that he meant to go to bed and sleep as quietly as ever he had in his life. Because he knew the peace of God, he could rest in the strength of the everlasting arms of his Lord.