This study comprehensively analyzes the ability of site-specific and nonsite-specific clinical densitometric techniques for predicting mechanical strength of the distal radius in different loading configurations. DXA of the distal forearm, spine, femur, and total body and peripheral quantitative computed tomography (pQCT) measurements of the distal radius (4, 20, and 33%) were obtained in situ (with soft tissues) in 129 cadavers, aged 80.16 ± 9.8 years. Spinal QCT and calcaneal quantitative ultrasound (QUS) were performed ex situ in degassed specimens. The left radius was tested in three-point bending and axial compression, and the right forearm was tested in a fall configuration, respectively. Correlation coefficients with radius DXA were r = 0.89, 0.84, and 0.70 for failure in three-point bending, axial compression, and the fall simulation, respectively. The correlation with pQCT (r = 0.75 for multiple regression models with the fall) was not significantly higher than for DXA. Nonsite-specific measurements and calcaneal QUS displayed significantly (p < 0.01) lower correlation coefficients, and QUS did only contribute to the prediction of axial failure stress but not of failure load. We conclude that a combination of pQCT parameters involves only marginal improvement in predicting mechanical strength of the distal radius, nonsite-specific measurements are less accurate for this purpose, and QUS adds only little independent information to site-specific bone mass. Therefore, the noninvasive diagnosis of loss of strength at the distal radius should rely on site-specific measurements with DXA or pQCT and may be the earliest chance to detect individuals at risk of osteoporotic fracture.