Early Christians were PROSECUTED by the Romans (not persecuted) for violating certain laws that were applied to other Roman subjects equally. Some may have claimed persecution, but it doesn't fit.
Persons who claimed to be Christian are responsible for many offenses, such as the Inquisition. If you search on "Wicca Custody Case", you will find many articles about people losing their children because Christian neighbors, judges, and social workers don't like non-Christians (and for NO other reason, not even the false charges leveled against the parents). Non-Christians lose their jobs for the same reasons.
In Saudi Arabia, you can go to prison for having a Bible in your suitcase.
So, it goes both ways, but "Christians" do a lot of these things, and whine "I'm being persecuted" more than they actually are.