Not exactly that, but there's the various combination events-- most especially the pentathlon (fencing, shooting, swimming, riding, cross-country running).
But even look at decathletes -- they usually rarely medal in individual event sports these days, and their personal bests are pretty far off the mark. Asthon Eaton got two decathlon golds, but each of his personal bests would be at the back of the standings of the individual athletic events at the Olympics. https://en.wikipedia.org/wiki/Ashton_Eaton#Outdoor
Or triathletes. Basically no one who is a world-class runner is a world-class swimmer, or vice versa. But you can be confident that a world-class triathlete is a pretty damn good runner, swimmer, and cyclist.
