Of course, Just not in (default) Calibre
Add a custom (series type) column for the additional one (I stop at +1. Anthologies that contain stories for more than 2, the Main {series} gets set to '<various>' and the secondary to my most favored.
I use Hierarchical series for those with universes. I do NOT track the position in the main, only the current. (publish date may give a clue, if that matters) VMMV
And remember to set your search scope to look in both places.
Preferences: Searching: Grouped Searches (a tab)
and
Preferences: Searching: Similar Books (a tab)