Copy number variation (CNV) has played an important role in studies of susceptibility or resistance to complex diseases. Traditional methods such as fluorescence in situ hybridization (FISH) and array comparative genomic hybridization (aCGH) suffer from low resolution of genomic regions. Following the emergence of next generation sequencing (NGS) technologies, CNV detection methods based on the short read data have recently been developed. However, due to the relatively young age of the procedures, their performance is not fully understood. To help investigators choose suitable methods to detect CNVs, comparative studies are needed. We compared six publicly available CNV detection methods: CNV-seq, FREEC, readDepth, CNVnator, SegSeq and event-wise testing (EWT). They are evaluated both on simulated and real data with different experiment settings. The receiver operating characteristic (ROC) curve is employed to demonstrate the detection performance in terms of sensitivity and specificity, box plot is employed to compare their performances in terms of breakpoint and copy number estimation, Venn diagram is employed to show the consistency among these methods, and F-score is employed to show the overlapping quality of detected CNVs. The computational demands are also studied. The results of our work provide a comprehensive evaluation on the performances of the selected CNV detection methods, which will help biological investigators choose the best possible method.