This is where SSDs come in, and Samsung has just announced that their T7 portable SSD is now available for purchase. The T7 SSD is pretty small in size and could easily slip into your pocket. It features an aluminum build that is somewhat shock resistant as it can withstand drops as high as 2 meters.
As for its performance, the T7 will be capable of achieving read speeds up to up 1,050MB/s, and write speeds of up to 1,000MB/s. This means that transferring 4K video files should take you seconds instead of minutes. It will also feature AES 256-bit hardware data encryption, and will also support both USB-C and USB-A connectivity, so if you have an older laptop without USB-C ports, you can use it with this.
If this sounds like something you might be interested in, the Samsung T7 is priced starting at $129.99 for the 500GB model, $229.99 for the 1TB model, and $399.99 if you want the top-of-the-line 2TB model.