If you have enough office spaces, building a sports court will immensely help your employees to reduce their stress levels. It is widely accepted that taking a break to play a game (it could be badminton, basketball, chess etc.), will keep your stress levels at bay. Why not have these facilities in your office? If space is a problem, then try to get discounted corporate memberships at a gym / fitness centre nearby.
Apart from these you could also implement a smoking free environment, promote walking meetings and even organise walking / running clubs. Take care of your employees’ mental and physical health, and they, in turn, will take care of the company.