Yep. Two ways, actually. Both are in Settings -> Import Export section.
Method 1 is to export them to a JSON file which can be saved, copied/moved, and loaded.
Method 2 is to save them to Lemmy. That's hacky, but works. It WILL break Lemmy-UI for your account since it uses the theme key in your profile to save the JSON data. There's a button to restore the theme setting to a valid value to fix Lemmy UI again.
Since I never use Lemmy-UI, I typically use method 2 when transferring my settings to another device.
Exporting settings will save all application settings (except theme, but that's easy enough to change). It also saves your favorites and groups as well.
