As someone who switched to a heat pump recently, you should know "your mileage may vary." Don't confuse physical efficiency for cost efficiency. In many places, natural gas is still more cost efficient, even if it isn't as efficient in terms of physics.
As page where you can enter some numbers:
* https://www.heatpumpswork.com/cop-target
Also, given a US zip code, how often the temperature may drop below 15F / -10C (which is a cut-off for many units):
* https://www.heatpumpswork.com/cold-days
A good HVAC contractor will create a design based on your building and location, and it will cover 99% of average days efficiently for heating and cooling:
* https://www.greenbuildingadvisor.com/article/design-temperat...
* https://www.airequipmentcompany.com/2021/what-does-design-da...
For the remaining 1% it will basically have to run all the time to keep up. (In any given year you may not even get below/above the average outlier 1%.)