If you are looking for "per file" compression, within an archive, you could use .zip as your container format. Whilst the zip format is most commonly used with Deflate (the same compression method used by zlib and gzip), it does support several other methods, such as Deflate64, BZip2, PPMd and LZMA. All of these (and more) are part of the ZIP APPNOTE published by PKWare (the company founded by Phil Katz, the inventor of the zip standard).
LZMA is interesting as it is basically the same compression method as that found in XZ (Ok, technically these days XZ defaults to LZMA2 but the advantages of version 2 are not compression size or speed related).
Now, Apple being Apple they don't include anything other than the Deflate method in their standard zipping tools like Archive Utility and ditto (even though LZMA has been part of the specification since 2006). In fact they even hobbled their bundled Infozip tools, so that they too only have Deflate (even though these same tools do support better methods on other platforms).
However, recent macOS includes Python 3.8.2 with the zipfile, bz2 & lzma modules, so you can open a zip with bzip2 or lzma methods on macOS out of the box.
If knocking up a little Python script is beyond you, there are easier ways. Python provides a command line interface to manipulate zips. That interface defaults to compressing with Deflate but a very minor hack will change this default:
echo '#!/usr/bin/python3' |\
cat - /Library/Developer/CommandLineTools/Library/Frameworks/Python3.framework/Versions/Current/lib/python*/zipfile.py |\
sed '/zf\.write/s/DEFLATED/LZMA/' > ziplzma
chmod +x ziplzma
You can now use the script and with its normal options but it will default to LZMA for compression.
./ziplzma -c dbDumps.zip DbDumps
Run ./ziplzma -h for more options.
xzis not installed? I would imagine thatxzmust surely be installed, because you are able to gettarto use it.xzinstalled on my ancient MacOS 10.5 system, where Apple doesn't provide it. But you shouldn't need to use Homebrew.xzmay not be in your$PATH, but it's got to be in there somewhere sincetaris successfully using it. The heavy-handed way of finding it would befind / -name xz -print.