Yes, but the result may or may not be what you want.
You can create a class that stores as many objects as you need, inherit the class from sf::Drawable, implement the draw method by drawing all of the objects and then the class can be drawn as if a single drawable.
Note that this reduces your code to
window.draw(allTheThings); but does not reduce the number of graphics driver draw calls; it is still one per drawable within the class. It's worth noting that this shouldn't be a problem until you're making many hundreds of draw calls...
The other option (to reduce graphics driver draw calls) can be a lot more complicated depending on which drawables you are using. The idea is to create a single object that draws everything; chances are, you'll need a
sf::VertexArray (or a vector of
sf::Vertex) for this. This means, though, that you have to be able to (re)construct the objects you require to 'batch'. The most complicated of objects would be
sf::Text; it's probably best to just stick to a draw call per text...
