That's the UK Royal Navy. According to Wikipedia[0] (which cites a broken link unfortunately) the first female ship captain in the US Navy was LT CDR Darlene Iskra in 1990 commanding the USS _Oppertune_, and CDR Maureen A. Farren was the first to command a combatant ship, the USS _Mount Vernon_ in 1998.

[0] https://en.wikipedia.org/wiki/Women_in_the_United_States_Nav...