Use the following code to get list of those products that have 'Compare at Price' in the variants:
<!-- Remove this code immediately after getting required links -->
<ul class="findVariantsWithComparePrices" style="display:none;">
{% paginate collections.all.products by 1000 %}
{%assign total = 0%}
{% for product in collections.all.products %}
{% if product.variants.size > 0 %}
{%assign check_cp = false %}
{%- for variant in product.variants -%}
{%- if variant.compare_at_price -%}
{%assign check_cp = true %}
{%capture stock%}{%- if variant.available -%}In Stock{%else%}Out Stock{%endif%}{%endcapture%}
{%capture pstock%}{%- if product.available -%}In Stock{%else%}Out Stock{%endif%}{%endcapture%}
{%assign v_id = variant.id%}
{%break%}
{%-endif-%}
{% endfor %}
{%if check_cp%}
<li plus="{{total}}" >
<a target="_blank" href="/admin/products/{{ product.id }}/variants/{{v_id}}"><u> Admin View</u></a>
<a target="_blank" href="{{ product.url }}?variant={{v_id}}" target="_blank"><u>{{ product.title }} ({{pstock}})</u></a>
</li>
{%assign total = total | plus:1 %}
{%endif%}
{% endif %}
{%if total >= 700 %}
{%break%}
{% endif %}
{% endfor %}
{% endpaginate %}
</ul>
<!-- Code End: Find variants with Compare prices -->