How to even out volume level on multiple tracks?

I’m still a beginner with audacity, and I was wondering if there’s a way to edit multiple audio tracks to even out the volume level for all of them. What I mean is, if “Hey Jude” by the Beatles plays much softer than a Lady Gaga song at the same volume setting on my PC and speakers, is there a way to fix that so they both play at the same output level? (It’s annoying to keep adjusting the volume knob for different songs from different artists.)

Audacity 2.3.0 - windows 7

There’s an excellent free music player called Foobar2000:

It has a feature called “ReplayGain” that enables it to adjust the volume knob for each song so that you don’t need to. It works very well.
There’s a description of the feature and how to use it on this old page:

In newer versions of Audacity, there is an effect “Loudness Normalization” that may do what you are asking.