This happens in movies at all times, is it actually realistic?

In many movies, the sad part is when the main character is holding his/her comrade about to die because of a gunshot or stab, the dying character seems to talk slowly and calmly before leaving.

I'm sure that if someone was shot in the chest, they wouldn't be talking so calmly, they would most likely be like

"Aaaaaaah ****!!!! Get this ***** out of me, the pain!!! Call the ******* ambulance you piece of ****!!!!!"

But I don't know, maybe it's different.

Thanks!