Not directly in a single-click report, but Semrush and Ahrefs allow you to filter keywords to separate branded from non-branded traffic. You can then manually compare across domains:
In Semrush, use Keyword Gap or Domain Overview with include/exclude filters.
In Ahrefs, use Organic Keywords with filters and export data for analysis.
For a full view, combining this with Google Search Console (for your site) and a custom dashboard like Looker Studio is often required.