Deep Learning models are easily disturbed by variations in the input images that were not observed during the training stage, resulting in unpredictable predictions. Detecting such Out-of-Distribution (OOD) images is particularly crucial in the context of medical image analysis, where the range of possible abnormalities is extremely wide. Recently, a new category of methods has emerged, based on the analysis of the intermediate features of a trained model. These methods can be divided into 2 groups: single-layer methods that consider the feature map obtained at a fixed, carefully chosen layer, and multi-layer methods that consider the ensemble of the feature maps generated by the model. While promising, a proper comparison of these algorithms is still lacking. In this work, we compared various feature-based OOD detection methods on a large spectra of OOD (20 types), representing approximately 7800 3D MRIs. Our experiments shed the light on two phenomenons. First, multi-layer methods consistently outperform single-layer approaches, which tend to have inconsistent behaviour depending on the type of anomaly. Second, the OOD detection performance highly depends on the architecture of the underlying neural network.