Currently, there are some vendors that provide a lot of information about some of their filaments. I cannot say anything about how accurate or trustworthy they are, though. Unfortunately, as reported here by other users, it looks like the market if filled by "cunning" sellers who are not transparent regarding how they asses the properties of their filaments. Anyway, as far as the physical properties to track are concerned, one of the most extensive table I found reported:

• Density [g/cm³]
• Elongation at Break [%]
• Tensile Strength [Mpa]
• Flexural Strength [Mpa]
• Flexural Modulus [Mpa]
• Young's Modulus [Mpa],
• Izod Impact Strength [KJ/m²]
• Melting Point [°C],
• Melt Index [g/10min]
• Heat Deflection Temperature [°C]

I could think that with those you can have some idea about how good the material will be for mechanical parts.

There are other properties which are sometimes advertised as "chemical resistance" which are often left without a reference.

Apart from the data you can get from the sellers, I found a table that, even if not providing a thorough analysis of the filaments in terms of the properties listed before, it looks like an attempt to gather together data to help user chose the right filament for their application: Prusa Research - Material Table