By analyzing the seismicity in a new time domain, termed natural time, we recently found that the change of the entropy under time reversal (Physica A2018, 506, 625–634) and the relevant complexity measures (Entropy2018, 20, 477) exhibit pronounced variations before the occurrence of the M8.2 earthquake in Mexico on 7 September 2017. Here, the statistical significance of precursory phenomena associated with other physical properties and in particular the anomalous variations observed in the Earth’s electric and magnetic fields before earthquakes in different regions of the world and in particular in Greece since 1980s and Japan during 2001–2010 are revisited (the latter, i.e., the magnetic field variations are alternatively termed ultra low frequency (ULF) seismo-magnetic phenomena). Along these lines we employ modern statistical tools like the event coincidence analysis and the receiver operating characteristics technique. We find that these precursory variations are far beyond chance and in addition their lead times fully agree with the experimental findings in Greece since the 1980s.