Yes it's called an unstructured citation. If it's on a blog whose comment links are no-follow then it won't provide the SEO juice you are looking for, but it can help NAP a little. Make sure it's on a same niche site if you are going to do this.
Assuming your comment doesn't get deleted, try to make it look nice, add value, answer questions. If I leave a link, I am usually the longest poster in their comments or have a couple of paragraphs built in, with a question back to the Author so he gets some participation from me.
NEVER stick to just one method of gathering NAP or backlinks. I am a huge fan of using blog comments for traffic and getting on influencers' good sides before I pitch them for guest blogging, or to index certain properties.
A better place to put your NAP would be videos...