There's a lot of utilities like this included on the "Ultimate Boot CD". I believe most of them are DOS apps, but a few might be linux.
The newest version I have is v5.something, and that's at least a few years old now. The programs are compressed on the CD, it looks like most of them are compressed floppy images. The CD boots to a menu and extracts whatever program you decide to run.
If you want to install these applications on a real DOS hard drive, it should be possible to extract the DOS executables out of that CD, but it might be easier to just download them from whatever web sites they're hosted on.
Even so, using that CD would be a convenient way to preview the applications and decide which ones you like.

For testing CPUs I like using the Prime95 torture test or 'mprime' under linux. I don't think that's included on the "Ultimate Boot CD" though. It does have a few other CPU tests which I haven't really used.
For testing memory, memtest86 or memtest86+. The "+" version is a fork, I'm not clear on what the real difference between them is. Both seem to work just as well.

For the hard drive you could use scandisk but you'd be better served with HDAT2. 😀
I don't know of an app that's specifically designed to stress test a hard drive, but the so-called "most powerful" test in HDAT2 is very long and heats it up as much as anything ever will. It's a linear test though, like all the test modes are.

It would be interesting if there was a stress test that would give the drive some random access workout. As it happens I've recently ordered a couple new hard drives for my NAS and I wouldn't mind giving them a measured beating for a while before I deem them good. The only stress procedures I know how to do are linear.

Thanks, I also found this DOS benchmark pack offered by Philscomputerlab.com
https://www.philscomputerlab.com/dos-benchmark-pack.html

Has some good tools too.