Women attempt suicide two to four times more often than men.
(However, men tend to use more violent, and effective, methods of suicide, so succeed more frequently than women.)
The less sexist explanation is that women generally use suicide attempts as a way of asking for help while men generally use suicide attempts as a way of escape.
Stated in those terms, both groups are very competent at achieving the end goal.
Each component of what I stated in response to the comment above is accurate, and an appropriate explanation of the implied assumption in it that suicide lies more commonly with men than women (a common misconception arising from what I explain).