That’s exactly what Ahrefs Link Intersect tool does: https://ahrefs.com/link-intersect. (Please note that the tool is available for all the subscription plans except for the Lite.)
You can add up to 10 websites to the tool and compare them with your own website. In case you want to analyze specific pages, choose the fitting mode from the left menu near each of the added websites.
After pressing the “Show link opportunities” button, you’ll see the list of domains that link to your competitors but don’t link to you. If needed, you can sort them out by their Domain Rating (DR) or Ahrefs Rank.
To check the backlinks placed on a particular domain, just click on the number as it is shown in the screenshot below.
Also, note that you can easily export the results into a handy spreadsheet. To do that, just click the “Export” button in the right corner.