We can figure out how powerful their guns are from what they can do to things like planets. It takes far fewer ships and a shorter time for the Imperium's Lunar class cruisers to glass a planet than it does the Covenant, for instance. (Exterminatus on Typhon IV is carried out by five or so Lunar class cruisers, the fleet that glassed Reach had hundreds if not thousands of ships).
From instances like that where a common target is used we can tell that the firepower available to the most common ship of the line in the Imperium is vastly greater than those of the Covenant.