Communication or My Dick is Bigger Than Yours

I have a co-worker that constantly feels the need to communicate the fact that he has shared experiences and emotions in life. If he were a woman, I don't think I'd feel the need to even bring the fact up, but because he's a man, I feel challenged. I feel like I'm living in this "my dick is bigger than yours" contest when he's present. I think it all boils down to his social anxiety vs. my tendency to be anti-social.

It's not unlike that character on SNL that comes into social situations and when she opens her mouth, a more grandiose example of her story relating to the previous one in conversation always spews forth. It's funny, in a way, because he's got nothing on me in the way of my level of experience on this job, and yet nothing to prove by doing what he does other than to build a working relationship with me, and yet I can say roughly 90% of what comes up in conversation is not about work.

So I sit and I listen as a good manager should trying be polite and to look past the fact that a lot of what goes on in his life that he complains about is brought on by his own personality.