To achieve ambitious climate goals, it is necessary to increase the rate of purposeful retrofit measures in the building sector. As a result, Energy Performance Certificates have been designed as important evaluation and rating criterion to increase the retrofit rate in the EU and Germany. Yet, today’s most frequently used and legally required methods to quantify building energy performance show low prediction accuracy, as recent research reveals. To enhance prediction accuracy, the research community introduced data-driven methods which obtained promising results. However, there are no insights in how far Energy Quantification Methods are particularly suited for energy performance prediction. In this research article the data-driven methods Artificial Neural Network, D-vine copula quantile regression, Extreme Gradient Boosting, Random Forest, and Support Vector Regression are compared with and validated by real-world Energy Performance Certificates of German residential buildings issued by qualified auditors using the engineering method required by law. The results, tested for robustness and systematic bias, show that all data-driven methods exceed the engineering method by almost 50% in terms of prediction accuracy. In contrast to existing literature favoring Artificial Neural Networks and Support Vector Regression, all tested methods show similar prediction accuracy with marginal advantages for Extreme Gradient Boosting and Support Vector Regression in terms of prediction accuracy. Given the higher prediction accuracy of data-driven methods, it seems appropriate to revise the current legislation prescribing engineering methods. In addition, data-driven methods could support different organizations, e.g., asset management, in decision-making in order to reduce financial risk and to cut expenses.