I'd be willing to bet empathy is a genderless characteristic - any sex differences would be related to what culture decides it is ok for that sex to be empathetic toward.
I'd go further and since I think that empathy is a learned behavior, and that it can be, and is, taught and cultivated, that the real differences tend to fall along lines of education (how much and what kind), and that tends to speak to social as well as cultural distinctions, class distinctions enter into it too.