Does sex or gender have anything to do with fear?

I used to think that it was because I’m a girl that I would get so wound up at scary or suspenseful movies. I’m prone to physically jump or jerk, I’ll scream or yelp and sometimes I’ll shudder all over and flail my arms in reaction to a scary scene. I’d freak myself out playing Resident Evil and opening doors really had me freaked for a time.
I still love to be frightened and I’m addicted to scary movies. I love zombies, vampires, werewolves, government cover-up epidemics , alien takeovers….
I even enjoy being freaked out days later by shadows or noises and overcoming my fright.
But I think that I’m more rational than my ex SO. He would call me at work on the nights that I worked because he was afraid to be alone if he started thinking about the supernatural, and he could not watch any movies that had references to the paranormal. I didn’t dare let him see Mirrors.
I’d like to know how you react to or feel about “scary” topics in the movies or video games. If you get the “willies”, if you have to have a cooling off period, if it doesn’t bother you at all. Or maybe you act as if you’re not bothered in order to convince yourself. Which genres really scare you? And if you don’t mind telling me, if you’re male or female.