In two, football and golf, he represented his country in international competition. In the others, tennis and squash, he might also have been capped had his football career not taken off.
"I'll always remember Callum as a tennis player, not a footballer," says Judy Murray, Andy's mother, who coached Davidson as a teenager. "I still cry when talking about my first big success as a tennis coach, just because of what it meant to me - winning the Scottish schools championship with Dunblane High in the early 1990s. Callum was on my team."
Back then, a bit like Andy Murray, what Davidson was getting up to in his recreation time in Dunblane ought to serve as a parable for any aspiring young Scottish sportsperson. He actually competed in five sports - football, golf, tennis, squash and athletics - with the last of these being his least strong, ie, offering little chance of international recognition.
"I was lucky as a kid in that my mum, Maggie, was a PE teacher and she had me playing all sorts of games from the age of two or three," Davidson says. "My mum was a big influence on me.
"Today, Judy Murray has her 'Set 4 Sport' programme, where little kids are encouraged to play all sorts of games. Well, that was me as a child. My hand-eye coordination ~ got pretty good."
While his football ability was developing, the former defender also became astoundingly good at golf, and played in internationals for Scotland.
"I was playing off plus-two but my tennis was affecting my swing-timing in golf, so I had to choose," he said."By this stage I was playing international golf for Scotland at youth level beside guys like Alastair Forsyth, so it was tennis that had to go in the end. My golf was starting to suffer.
"Then, when I got to about 17, I had another decision to make: should I go and take up a golf scholarship in America, or play professional football? In the end I chose football.
"My reasoning was I could always go back to golf if my football didn't work out, but I wouldn't have been able to go back to football had I done it the other way round. I'd have missed the boat.
"By the time I moved to England to play football I was picking up a host of injuries, and my golf had to take a back seat. I was at Blackburn Rovers, then at Leicester City, and also playing for Scotland, so I had to concentrate fully on my career and my golf sort of tailed off . . ."
Tailed off? What, I asked Davidson, has been his golfing rate of decline? "I used to be off plus-two," he replied. "Now I'm off plus-one."
Davidson now realises that, without his knowledge, his aptitude for football was being honed by his other pursuits.
His professional career in the game, he says, was helped by the range of sports he played as a child and a teenager.
"I reckon I picked up a lot just from playing so many sports," Davidson, now 37, said. "Tennis was all about reaction. Golf was all about concentration. Squash gave you that speed and physical aspect of getting about the court. All of it put together probably helped me to become a footballer, in different ways.
"I really liked the individuality of golf and tennis. It a team sport - it was just you out there. It was all about how you performed, no-one else. I liked that."
Ironically, given his wide sporting prowess, it was nothing to do with a lack of skill or talent that hampered Davidson as a player, so much as mysterious leg ailments that took years to finally diagnose.
"I kept getting these leg injuries, what I thought were calf strains, nerve pains, whatever, which I just couldn't shake off," he said. "They kept coming back. I'd feel perfectly fit and go out a jog and after 10 minutes I'd feel this pain in my leg. It was like a constant cramp.
"It wasn't until near the end of my career [in 2010] when Billy Davies invited me down to Nottingham Forest for a few months, that it was finally diagnosed. A doctor there heard my story, did tests and put me on an anti-gravitational running machine which traced it all to a disc in my back. This had been the cause of all the pain in my right leg. But I'd played out most of my football career by this point."
Davidson confesses that another aspect of his career he now regrets was not being able to enjoy his Scotland international appearances as much as he might have.
"Hindsight is a great thing but I wish I could go back and enjoy it a bit more," he says. "I got 21 caps but I wish now I'd relaxed a bit more and enjoyed the experience more.
"I'd get nervous before games, wanting to win, wanting maybe too much to do as well as I could. With hindsight, I could have enjoyed playing for Scotland far more than I did. It's funny, because back then, as a player, I'd get nervous before going on to the pitch, but then I'd be fine. Now, as assistant manager, it's the opposite. I'm not nervous at all before games but once they start and I'm watching from the sidelines, then I get a bit nervous over how the game will go."
There is an intriguing footnote to this story of all-round sporting excellence. Professional golf, says Davidson, may not have totally passed him by.
"I'd love to play on the Senior Tour one day," he says. "That's a wee ambition of mine. I'd have to be 50, obviously, so it's still 13 years away. Right now I see me being in football for the next 10 to 15 years. But to get the chance to play golf on the Seniors Tour would be brilliant. Even off plus-one, I reckon I'd have to practise for about two years before giving it a go. Who knows?"
Given this sportsman's remarkable prowess, you wouldn't put it past him.