In this work, a novel methodology to assess energy performance indicators of productive and economic sectors trough the analysis of the Italian mandatory energy audits database is presented. The updating of sectoral reference energy performance indicators is fundamental for both companies and policy makers—for the formers to evaluate and compare their energy performance with competitors in order to achieve improvements and for the latter to effectively monitor the impact of energy policies. This methodology could be potentially applied to all production sectors, providing key information needed to characterize various production processes from an energy point of view. Awareness of energy efficiency and sectorial benchmarking represent the first necessary steps for companies moving towards energy transition. This paper provides details of the statistical method developed and its application to the NACE 23 division “Manufacturing of other non-metallic mineral products”, with a focus on the cement industry. For this sector, results are presented in terms of specific indicators based on energy source. General results, methodological insights, and validation of the proposed case study are discussed.