The stats are what make heroes hit harder, last longer, attack faster...
The stats are:

• Health: The most simple form of durability, the more you have, the more it'll take the enemy to make you die.
• Health Regeneration: This is how much health your hero regenerates every second.
• Energy: This is what your active talents consume. If you are using a character that uses a lot of active talents or whose active talents cost a lot of MP, this is one of the stats you have to favor over the rest.
• Energy Regeneration: This is how much energy your hero regenerates every second.
• Strength: Increases your hero's physical damage overall, both from auto-attacks and abilities.
• Intellect: Increases your hero's magical damage overall, both from auto-attacks and abilities.
• Cunning: Increases the critical strike probabilities of your character and penetration.
• Agility: Increases the attack speed of your character and their penetration.
• Stamina: Increases your character's resistance to physical damage, and also it's Magical defense if their will is low.
• Will: Increases your character's resistance to magical damage, and also it's Physical defense if their stamina is low.
• Speed: Determines how fast your character moves around the map.
• Vigor (Off-Game): The stamina, courage, willingness, or mood of the Hero. Empty Vigor will prevent the Hero from carring all the spoils of battle. Vigor is slowly restored over time, but can be quickly recovered by sending your hero to your inn/spa.