Both sides have made indifferent starts to the 2013-14 campaign, sitting on 13 points after as many matches, just three above the relegation zone.
For newly promoted Cardiff, staying up will likely be considered a success, but Stoke may be disappointed with their start under new manager Mark Hughes.
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Of Arsenal's goals, two came in the last five minutes as Cardiff chased a draw, and the result came less than a week after a last-gasp 2-2 draw against champions Manchester United.
Mackay is happy with what he has seen from his players recently but knows that their next two matches – which come against Stoke and Crystal Palace, sides likely to be battling relegation – are crucial.
"It's about being consistent, but also not getting too low. We know what league we're in, and right now it's about having the belief and calmness," Mackay told the club's official website.
"What matters is where we are in May. We have two tough away games coming up, but we've just faced two of the biggest sides in Europe, and we've acquitted ourselves really well."
Neither side has a player who has scored more than three Premier League goals this season and being unable to rely on a regular source of goals has played a part in them being at the wrong end of the table.
Stoke particularly need more from the likes of Jonathan Walters and Peter Crouch, who have started 20 Premier League matches between them but scored just two goals.
They were hammered 4-0 by Everton on Saturday but did enter that match on the back of a four-game unbeaten streak, something Hughes will be keen to replicate again.
The two sides have played each other eight times in the league in the last 10 years, while there was also a third-round FA Cup replay that Stoke won 2-0 after extra time en route to the 2011 final.
Of those league clashes, Stoke have won four and Cardiff three, but the Welsh side have won none of the last four meetings.
Stoke are missing attacker Marko Arnautovic (hamstring) and defender Robert Huth (knee), but Cardiff have no major injury worries ahead of the match.