A countess.
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Duke and Duchess Earl and Countess Viscount and Marchioness Baron and Baroness
The gladiatrix was the female counterpart of the gladiator.
A lady is the female equivalent of a lord, the counterpart of a gentleman, or any adult woman, though this usage is constrained.[Wikipedia]
First of all, the Roman counterpart came from Hermes, not the other way around. Second, the Roman counterpart of Hermes is Mercury.
Sekhmet did not have a Roman name, she was a Egyptian goddess.