It depends what you mean by "consonant". In Swahili you can see stress on nasals, as in mtu
/ˈm̩.tu/ "person". In Cantonese, similarly, you see nasals with tone: 五 ng5
/ŋ˩˧/ "five" versus 悟 ng6
/ŋ˨/ "to realize".
However, this only applies to syllabic nasals: nasals that can form the core of a syllable. And one common definition of "vowel" is "syllabic sound" or "sound that can form the core of a syllable". So by this definition, the first sound in mtu is actually a vowel.
As a general rule, stress and tone apply to syllables rather than to individual phonemes. So in a word like English "ample"
/m/ can be called "stressed" just as much as the
/æ/ is: there's no instantaneous drop in loudness and pitch once the vowel is finished and the consonant begins.