In recent years, there has been significant momentum in applying deep learning (DL) to machine health monitoring (MHM). It has been widely claimed that DL methodologies are superior to more traditional techniques in this area. This paper aims to investigate this claim by analysing a real-world dataset of helicopter sensor faults provided by Airbus. Specifically, we will address the problem of machine sensor health unsupervised classification. In a 2019 worldwide competition hosted by Airbus, Fujitsu Systems Europe (FSE) won first prize by achieving an F1-score of 93% using a DL model based on generative adversarial networks (GAN). In another comprehensive study, various modified and existing image encoding methods were compared for the convolutional auto-encoder (CAE) model. The best classification result was achieved using the scalogram as the image encoding method, with an F1-score of 91%. In this paper, we use these two studies as benchmarks to compare with basic statistical analysis methods and the one-class supporting vector machine (SVM). Our comparative study demonstrates that while DL-based techniques have great potential, they are not always superior to traditional methods. We therefore recommend that all future published studies of applying DL methods to MHM include appropriately selected traditional reference methods, wherever possible.