Image classification models deployed in the real world may receive inputs outside the intended data distribution. For critical applications such as clinical decision making, it is important that a model can detect such out-of-distribution (OOD) inputs and express its uncertainty. In this work, we assess the capability of various state-of-the-art approaches for confidence-based OOD detection through a comparative study and in-depth analysis. First, we leverage a computer vision benchmark to reproduce and compare multiple OOD detection methods. We then evaluate their capabilities on the challenging task of disease classification using chest X-rays. Our study shows that high performance in a computer vision task does not directly translate to accuracy in a medical imaging task. We analyse factors that affect performance of the methods between the two tasks. Our results provide useful insights for developing the next generation of OOD detection methods.