The most important objective of any diabetes therapy is to maintain the blood glucose concentration within the euglycemic range, avoiding or at least mitigating critical hypo/hyperglycemic episodes. Modern continuous glucose monitoring (CGM) devices bear the promise of providing the patients with an increased and timely awareness of glycemic conditions as these get dangerously near to hypo/hyperglycemia. The challenge is to detect, with reasonable advance, the patterns leading to risky situations, allowing the patient to make therapeutic decisions on the basis of future (predicted) glucose concentration levels. We underline that a technically sound performance comparison of the approaches proposed in recent years has yet to be done, thus it is unclear which one is preferred. The aim of this study is to fill this gap by carrying out a comparative analysis among the most common methods for glucose event prediction. Both regression and classification algorithms have been implemented and analyzed, including static and dynamic training approaches. The dataset consists of 89 CGM time series measured in diabetic subjects for 7 subsequent days. Performance metrics, specifically defined to assess and compare the event-prediction capabilities of the methods, have been introduced and analyzed. Our numerical results show that a static training approach exhibits better performance, in particular when regression methods are considered. However, classifiers show some improvement when trained for a specific event category, such as hyperglycemia, achieving performance comparable to the regressors, with the advantage of predicting the events sooner.