Since social media have increasingly become forums to exchange personal opinions, more and more approaches have been suggested to analyze those sentiments automatically. Neural networks and traditional machine learning methods allow individual adaption by training the data, tailoring the algorithm to the particular topic that is discussed. Still, a great number of methodological combinations involving algorithms (e.g., recurrent neural networks (RNN)), techniques (e.g., word2vec), and methods (e.g., Skip-Gram) are possible. This work offers a systematic comparison of sentiment analytical approaches using different word embeddings with RNN architectures and traditional machine learning techniques. Using German comments of controversial political discussions on YouTube, this study uses metrics such as F1-score, precision and recall to compare the quality of performance of different approaches. First results show that deep neural networks outperform multiclass prediction with small datasets in contrast to traditional machine learning models with word embeddings.