Recent research in the last decade has shown that, in general, boys and girls have different bio-behavioral responses to stress, which are, at least in part, due to underlying hormonal differences between the two sexes.
When males are stressed, they tend to seek out a safe place in action, moving toward a danger when stressed (fight), or running away from the danger (flight) — the fight or flight response.
When females are stressed, they are more likely to turn to other females for support and defend each other from perceived threats —the “tend-and-befriend” response
Source: T. Golden (2009). “Gender Differences in Boys’ and Girls’ Emotions”; S.E. Taylor, L. J. Burklund, N. I. Eisenberger, B. J. Lehman, C. J. Hilmert, M. D. And Lieberman (2008). “Neural bases of moderation of cortisol stress responses by psychosocial resources”.