I doubt you'll find anything all-encompasing like Sandra for Linux. You might be able to get some benchmarks for Linux like bonnie++, iozone, lmbench, etc to run on Windows as well but that's probably about it.
In general most of us Linux users aren't interested in an overall number to rate our system, when we're curious about the performance of part of our system we just want to look at that. And that's usually just disk and network since they're the biggest bottlenecks.