TST: Clean moments consistency
As discussed in https://github.com/pandas-dev/pandas/pull/30577#issuecomment-570014613

This PR is the first step to achieve it, it basically does one thing: break up the giant consistency test in `common` into four tests based on test contents: `var`, `std`, `cov`, and `series data`.

cc @jreback 
great looks good. when doing these types of reactoring just make sure that we don't lose tests (a bit tricky to check here as you are actually changing the number of tests), but lgtm. thanks @charlesdong1991  thanks @jreback i will keep followups smaller, and easier to check if any test is lost!