Take a look at the number of grand slams won by the greatest male and female tennis players of all time:
http://en.wikipedia.org/wiki/Tennis_statistics#Most_Grand_Slam_singles_titles_.28all_time.29In the following table, the first column is number of grand slam titles, and the subsequent columns are number of competitors in that category who have won at least that many titles.
N Mx1 Wx1 Mx2 Wx2
24 0 1 0 0
22 0 2 0 0
20 0 2 0 2
19 0 3 0 2
18 0 5 0 2
14 1 5 0 3
13 2 5 0 3
12 3 6 1 3
11 5 6 2 4
10 6 7 4 5
9 6 9 4 5
8 11 11 4 7
7 19 16 8 8
6 25 21 10 10
5 28 29 17 12
4 35 34 26 20
3 51 46
2 74 54
Now, this doesn't tell us anything at all about the relative abilities of male and female tennis players, because all the men were competing against men and vice versa.
But what is very striking is that there have been several more female players much better than any of their competition than there have been male players, both in singles and doubles.