Berdir's answer works, mostly, but there is a more direct way to do it, and you can compare across multiple machines if you have drush aliases set up to allow it.
diff -b -s --suppress-common-lines --side-by-side <(drush @uat pm-list --status=enabled) <(drush @dev pm-list --status=enabled)
(Obviously you need to replace
@dev with the aliases that are appropriate in your case.)
You normally only care about the differences, so
--suppress-common-lines is a useful option. I find it easier to see differences when they are side-by-side, so the
--side-by-side option may be helpful to you too. Remove it if you prefer standard
-b ignores whitespace differences, which is very handy.
-s tells you if the results are identical, which is nice to get feedback about, rather than the default, which is
diff saying nothing if there are no differences.
This isn't guaranteed to always work perfectly, however, because under certain conditions you might get your output formatted differently between the two servers.
It should, however, get you most of the way to a very quick and easy, single-step, way of comparing enabled modules on two Drupal installations, that works in 95% of cases.