I've never tried this with mobile devices. But I suppose, there are apps available for this purpose, too...
The problem is rather, for benchmarking you need software working together on both ends.
When testing the connection between two computers, there are programs to be started on both computers. - One as server and the other one as client.
One other possibility is to transfer big files and measure the time needed. But this is by far not as accurate, as several other factors influence this measurement (reading from and writing to storage, for example).