Actually , the first American mass murderer I've heard of was called Brenda Spencer.
Nevertheless, men are statistically much more violent in general, and much more likely to "go nuts" as well. It appears that there was evolutionary pressure for the XX-chromosome bearers to be selected for stable, safety-oriented behavior, and for us XY-ers to be selected in favor of risk-taking and "thinking outside of the box". After all, we are more expendable, biologically speaking: producing sperm is ridiculously easy, comparing to bearing a mammal offspring.
It appears that in most any distribution of human traits women are bunched closer to the middle of the bell curve, while men boast long tails, on both ends. For example, meta-analysis of intelligence scores (admittedly, "soft science", take everything with a lump of salt) reveals the same average IQ for both sexes, but significantly more geniuses and idiots among men.
Sample:
http://www.subjectpool.com/ed_paper...nce451-456_Brother_sister_sex_differences.pdf