Material properties with a typical 3D printer are usually based on the layer-by-layer deposition of the material. Thus, in general, printed objects will be stronger on the XY axes and a little weaker along the Z axis. There are exceptions and there are ways to orient the build to address overall part strength.

That said, the Ultem 9085 material is a thermoplastic with a high strength to weight ratio. It approaches some of the lesser grades of aluminum in terms of its strength, so it can be used in aluminum replacement applications. United Launch Alliance, for example, replaced aluminum environmental control system ducting with thermoplastic PEI parts.

For weight-bearing applications, consider some of the higher-grade thermoplastics. You can also look into materials with carbon fiber fill, which can be a good alternative to aluminum.

Most additive vendors offer data sheets on specific materials that you can use to compare properties.