Compression tester may help, may not, if the coolant leak into the cylinder is small. There is often some difference in compression between cylinders anyway. A leak down test, as mentioned by Old Man and Eagle might be more productive. Will also often push some air into the cooling system, so you can see the air bubbles at the filler neck. The easiest test, is right after you start it up, before it gets real warm, is to check the fluid coming out of the exhaust for color, red, green, blue whatever color your coolant happens to be. If the leak is significant (more than a very little) there is a good chance you´ll see some color.
If you don´t have air handy, an air mattress or bicycle pump, can be used. Many compression gauges, have a check valve in there, that prevents you from adding air through the compression tester. Need another fitting or a compression tester, designed for leak down tests.