Inductors generally don’t carry a “power” rating because they ideally don’t dissipate any. Instead, they’ll often be described in terms of a thermal current limit (because they do have some resistance) and a saturation current limit, which is the point at which they cease to behave as proper inductors.
Q and self-resonant frequency are also figures of merit related to details of device construction.
For the most part, devices having similar ratings on these fronts will tend to have similar size since physics apply with some uniformity across suppliers.
Further information on the topic available in this post.