The first ever Superlady Kittiwake Girl was one of these. Aliens are usually massively out of their element though their evolutionary adaptations to other environments can make them far more powerful than even most native Superladies.

A natural result of alien physiology is an incredible resistance to ordinarily lethal damage however this is offset by the fact that most aliens are allergic to some Earth based substance or other.

If you want a Superlady who can take a heavy beating and dish one out in return an Alien is a pretty good choice.