The males exhibit more aggressive behavior than the females, but they don't sting at all. A female will defend her territory, but only for a very short distance (in my experience). Females can and will sting if forced to.

I stepped on one with my bare foot a few years ago. I only screamed for a few days.

We battle these every year! They are scary!!! They won't harm you unless you start swatting at them. We pour soapy water down their tunnels when we see them enter & that seems to kill them off. I've heard that the females are the ones that do the stinging (they are the larger one). We've probably gotten close to 100 this year already!