How do I deal with this. There is a guy in my boarding school that always insults me?

It's horrible. I have to deal with him 24/7! I am a guy by the way. Like we were in cl and the teacher called on me to answer a question and I said I didn't know and that boy out load said: Out of all the sperms you were the fastest? The whole cl burst out laughing. He got punished but I am still humiliated. Another time, he and his friends were in the dinning hall and I felt like they were making fun of me. He is is annoying. I have no friends because It is such a strict school and I just don't feel welcome. It's an all boys school by the way. Still though he is always being annoying and he is really popular so if I go and complain to the headmaster, I will be bullied more. What to do?