Many don't realize Santa's reindeer actually had to be female since the males shed their antlers before Christmas. That's no exception for Rudolph. When she's not guiding Santa's sleigh, she likes to entertain herself other ways. She even wrote her own song.
Rudolph's XXXmas Carol:
Anal bells, anal bells
It's XXXmas time in the forest
Ding a ling, make them sing
Soon it'll be XXXmas day