For a project we having a bunch of data that always have the same structure and is not linked together. There are two approaches to save the data:
FTR, in normal circumstances I'd take the approach described by TheTXI.
In answer to your specific question though, I have found it to be dependant on usage. (Cop out I know, but hear me out.)
A single database is probably easier. You'll have to worry about just one connection and would still have to specify tables. Multiple databases could, under certain conditions, be faster though.
If I were you I'd try both. There's no way we'll be able to give you a useful answer.