Stardew Valley subreddit poll (https://docs.google.com/forms/d/e/1FAIpQLScdywbXfs07mL6OARU_...) had almost as many women as men.

Dragon Age: Inquisition demographics (https://www.gamasutra.com/blogs/NickYee/20170120/289534/Beyo...) also boasts 48% female which is very high compared to genre averages.

There is likely a lot of untapped market in the RPG and simulation genres if games want to cater more to women. Probably less so in stuff like FPS.