Survey says: women manage volatility better than men.

There may be a gender basis by women typically save instead of invest, however, when women invest, their trading patterns are not reactionary but steady regardless of market swings.  As a result of this “hold the line” investment strategy that seems to correlate with female investors, overall their returns are slightly better than those of our male counterparts.

This article from The Street explains the difference and shares hard numbers from various studies that women on average in the long run outperform: