It’s a bit complicated, both because some studies just asked people if they are ‘natural redheads’ and didn’t actually test whether they have the MCR1 mutation and because it depends on the mechanism of action of the drug. Some sedatives are less effective, so need higher doses, but the majority of opioid based pain control drugs require lower doses in redheads.

https://www.nih.gov/news-events/nih-research-matters/study-finds-link-between-red-hair-pain-threshold

Redheads need a lower opioid dose than the general population to achieve the same effect. At least those who are redheads because of a mutation in their MCR1 gene, which is about 75%, IIRC. Interestingly, the same mutation group also have worse tolerance of cold, which seems odd given that scotland is the global redhead centre!