Context. The search for the B-mode polarization fluctuations in the Cosmic Microwave Background is one of the main challenges of modern cosmology. The expected level of the B-mode signal is very low and therefore implies the development of highly sensitive and low systematics instruments. An appealing possibility is bolometric interferometry. Aims. We compare in this article the sensitivity on the CMB angular power spectrum achieved with direct imaging, heterodyne and bolometric interferometry. Methods. Using a simple power spectrum estimator, we calculate its variance leading to the counterpart for Bolometric Interferometry of the well known Knox formula for direct imaging. Results. We find that bolometric interferometry is less sensitive than direct imaging. However, as expected, it ends up being more sensitive than heterodyne interferometry thanks to the low noise of the bolometers. It therefore appears as an alternative to direct imagers with different and possibly lower systematics, mainly thanks to the absence of an optical setup in front of the horns.