Apparently girls take doing badly in school a little harder than their male counterparts.
Analyzing 800 people from the state of Washington, it was found that of all the people who had experienced academic failure (failed exams, drop outs) 22% of females faced depression, with 17% of males.
From Reuters-
"They said adolescent girls who are expelled, suspended or drop out of high school before they graduate are more likely to have a serious bout of depression by age 21 than boys with similar experiences.