No, but if you play it thru your amplifier you can adjust the volume. Best option is to play it thru another player. Personally I use
iTunes & the songs are added to iTunes music library. And within
iTunes I can adapt the volume to whatever, & also add equalisation presets or custom presets. I do that for some of the rarer live recordings I download &/ share (a particular equalisation saved into the id3 tag for each song or recording.)