I guess the differences are high in sports requiring a lot of muscles like running or swimming. But I wanted to know the sports in which men's score or time is very close to women's. Maybe there are actually some sports where the difference is negative meaning women perform better than men in those activities.
1 Answer
The canonical answer here is extreme ultra-distance running; at least according to this Runner's World article, women are faster at distances over 195 miles.
Other than that, women are probably equal to men for various shooting sports - see e.g. Olympic archery records, Olympic shooting records.
Depending on how you define "individual" sport, women are again the equal of men in equestrian sports, to the point where they the events are mixed gender.