This study compares the performance of statistical methods for predicting age-standardized cancer incidence, including Poisson generalized linear models, age-period-cohort (APC) and Bayesian age-period-cohort (BAPC) models, autoregressive integrated moving average (ARIMA) time series, and simple linear models. The methods are evaluated via leave-future-out cross-validation, and performance is assessed using the normalized root mean square error, interval score, and coverage of prediction intervals. Methods were applied to cancer incidence from the three Swiss cancer registries of Geneva, Neuchatel, and Vaud combined, considering the five most frequent cancer sites: breast, colorectal, lung, prostate, and skin melanoma and bringing all other sites together in a final group. Best overall performance was achieved by ARIMA models, followed by linear regression models. Prediction methods based on model selection using the Akaike information criterion resulted in overfitting. The widely used APC and BAPC models were found to be suboptimal for prediction, particularly in the case of a trend reversal in incidence, as it was observed for prostate cancer. In general, we do not recommend predicting cancer incidence for periods far into the future but rather updating predictions regularly.