This paper deals with the comparison between two methods to treat immersed boundary conditions: on the one hand, the Brinkman penalization method (BPM); on the other hand, the direct-forcing method (DFM). The penalty method treats the solid as a porous medium with a very low permeability. It provides a simple and efficient approach for solving the Navier-Stokes equations in complex geometries with fixed boundaries or in the presence of moving objects. A new approach for the penalty-operator integration is proposed, based on a Strang splitting between the penalization terms and the convection-diffusion terms. Doing so, the penalization term can be computed exactly. The momentum term can then be computed first and then introduced into the continuity equation in an implicit manner. The direct-forcing method however uses ghost-cells to reconstruct the values inside the solid boundaries by projection of the image points from the interface. This method is comparatively hard to implement in 3D cases and for moving boundaries. In the present paper, the performance of both methods is assessed through a variety of test problems. The application concerns the unsteady transonic and supersonic fluid flows. Examples include a normal shock reflection off a solid wall, transonic shock/boundary layer in a viscous shock tube, supersonic shock/cylinder interaction, and supersonic turbulent channel flow. The obtained results are validated against either analytical or reference solutions. The numerical comparison shows that, with sufficient mesh resolution, the BPM and the DFM methods yield qualitatively similar results. In all considered cases, the BPM is found to be a suitable and a possibly competitive method for viscous-IBM in terms of predictive performance, accuracy and computational cost. However, despite its simplicity, the method suffers from a lack of regularity in the very near-wall pressure fluctuations, especially for the turbulent case. This is attributed to the fact that the method requires no specific pressure condition at the fluid/solid interface.