In this work a comparison of dielectric and mechanical data is presented based on experiments within the linear response limit and beyond that limit. The linear dynamic and shear-mechanical response is discussed in terms of the molecular supercooled liquid tetramethyl-tetraphenyl-trisiloxane. As the dynamics measured by the two methods depict the same temperature-dependence, the underlying cause for the observed responses is assumed to be identical for both methods, namely structural relaxation. The comparison of dielectric and mechanical measurements under high excitation amplitudes reveals that this cannot be assumed for the nonlinear response: Mechanical experiments on metallic glasses suggest that involved energies are clearly beyond k B T, with observed nonlinear effects based on the activation of microstructural plastic rearrangements. In contrast, nonlinear dielectric measurements on another molecular glass-former involve energies clearly below k B T, so that nonlinear dielectric effects occur due to energy uptake from the electric field or entropy-based changes in the dynamics, but are very unlikely connected to the triggering of plastic rearrangements by the applied electric field.