Depending upon who is doing the breaking up, it can affect females just as bad - sometimes worse - as it does males.
It also depends upon how the break up is handled. If it's a polite break up, that helps. But if the person doing the breaking up starts in on reasons for the break up, and takes it negatively personal, the break up can be devastating.
And there's no two ways about it: A puppy love - first 'love' - is really the hardest.