I don't think its a simple answer. It depends on the player them selves more than what sex they are.
"Everyone else see's the Joker laugh; only Harley has ever seen him cry."- Arleen Sorkin
In an hour of Darkness a blind man is
the best guide. In an age of Insanity
look to the madman to show the way.
- - Warhammer 40,000 rule book