It's certainly possible to export your solarWinds data (in general) to another database. All it takes is time and storage.
If you are thinking of doing this, you will want to do it regularly and understand this about the Solarwinds data structure:
<blahblah>_detail is the every-5-minute collection (or whatever you have collection set to be
<blahblah>_hourly is the rollup data contains the _detail data and summarized it to hourly averages after a week
<blahblah>_daily is the rollup that takes the _hourly data and summarizes it to a daily average after a month.
<blahblah> is usually NOT a table, but a view that combines those other 3 tables into a single coherent set of data.
SO... if you are going to start exporting data, you want to focus on the _detail tables only (with exceptions, but you hopefully get my point) and just grab all new records since the last export.