More and more people are consuming alcohol, but a new study says giving it up may improve well-being – even for people who already only drink in moderation.

Researchers analyzed data from more than 10,000 people in the U.S. and Hong Kong, including more than 1,000 who reported giving up alcohol during the four-year time periods studied.

First, they sorted the people by their reported alcohol consumption levels and compared that to their health measures. While people who drank alcohol outperformed those who did not in physical indicators, abstainers showed the highest levels of mental well-being.

When it came to changes in mental well-being over the four years, though, the numbers pointed to a very different story. The greatest increase in mental well-being that researchers were able to validate was in women who quit drinking during the four-year period, regardless of how much or how little alcohol they had been consuming at the beginning.

“On average, the mental well-being of female quitters approached the level of lifetime abstainers within a four-year period,” the researchers said in their study, which was published Monday in the Canadian Medical Association Journal.

“In contrast, [beginning alcohol consumption] and persistent moderate drinking for four years were not associated with better mental or physical well-being.”

The researchers said they could not explain why the link between eliminating alcohol use and improved well-being exists, or why it is so much stronger in women than in men.

Their work is part of a growing body of evidence that suggests giving up alcohol can improve one’s health outcomes, including British research that found ‘Dry January’ participants reported having more energy, sleeping better and losing weight.