Cardiovascular diseases are best diagnosed using multiple modalities that assess both the heart's electrical and mechanical functions. While effective, imaging techniques like echocardiography and nuclear imaging are costly and not widely accessible. More affordable technologies, such as simultaneous electrocardiography (ECG) and phonocardiography (PCG), may provide valuable insights into electromechanical coupling and could be useful for prescreening in low-resource settings. Using physical stress test data from the EPHNOGRAM ECG-PCG dataset, collected from 23 healthy male subjects (age: 25.4+/-1.9 yrs), we investigated electromechanical intervals (RR, QT, systolic, and diastolic) and their interactions during exercise, along with hysteresis between cardiac electrical activity and mechanical responses. Time delay analysis revealed distinct temporal relationships between QT, systolic, and diastolic intervals, with RR as the primary driver. The diastolic interval showed near-synchrony with RR, while QT responded to RR interval changes with an average delay of 10.5s, and the systolic interval responded more slowly, with an average delay of 28.3s. We examined QT-RR, systolic-RR, and diastolic-RR hysteresis, finding narrower loops for diastolic RR and wider loops for systolic RR. Significant correlations (average:0.75) were found between heart rate changes and hysteresis loop areas, suggesting the equivalent circular area diameter as a promising biomarker for cardiac function under exercise stress. Deep learning models, including Long Short-Term Memory and Convolutional Neural Networks, estimated the QT, systolic, and diastolic intervals from RR data, confirming the nonlinear relationship between RR and other intervals. Findings highlight a significant cardiac memory effect, linking ECG and PCG morphology and timing to heart rate history.