Seems you are asking in the Sense and YES you can by using either Text box or by using KPI object.
Text Object: Add a text say "Finance" in the text box and select that Text and add a URL as shown below.
And then add your URL to the sheet you want to jump to.
h ttps://<Server name>/sense/app/<App ID>/sheet/<Sheet ID>/state/analysis
Here APP ID and SHEET ID are GUI ID's you will see once you open an app and click on the sheet you are trying to jump to.
This is straight forward. you can Link to sheet by enabling "Link to Sheet" property.
Appearance --> Presentation --> enable Link to sheet and select the sheet you want to jump to.
Hope this helps.