Loop Through 1 Range (Down a Column) and Find Values that Do NOT Exist in another Range?

Bit stuck on this one (had been on a roll previously).

We have some reports that require importing data into a new sheet within a workbook each month (that much is fine) and then comparing the rows against the previous month.

Example sheet attached with very basic random generated data, but what I want to do is loop through the new worksheet (19-Jan) in column B and look at the value(s) in B (IF column A is a 4, but I can probably add that later). I then want to compare each value in column B (in a row with a 4 in column A) to the range in column B on Sheet 18-Dec (last month, and again if Column A has a 4 at the same row).

This would be an If statement, with the idea being that if B4 (value=1200.01.) on sheet 19-Jan exists somewhere in the range of B4:B1570 on sheet 18-Dec, then you move on.

If value in B4 (1200.01.) on Sheet 19-Jan does not exist in range B4:B1570 on Sheet 18-Dec, then it would do something (either store in a string, prompt a msgbox, etc). This is part I am stuck on as I haven't really moved past for and if statements with VBA into index/match/search/etc which I am assuming is what we are looking for. The value has to be an exact match, and the end game would be to get a list at the end of the loop with all values in the range on 19-Jan that DO NOT exist in the range on 18-Dec.

Any help appreciated, I will keep plugging away.

Thanks,