Yes, heat pumps do have energy ratings. The two most important ratings to look at when choosing a heat pump system are the SEER (Seasonal Energy Efficiency Ratio) rating and the HSPF (Heating Seasonal Performance Factor) rating.
The SEER rating is used to measure how much cooling a system achieves for the amount of energy used.
The higher the SEER rating, the more energy efficient the air conditioning mode of the unit is.
Alternatively, the HSPF rating is used to measure the BTU of heat output over the heating season against the electricity used. Again, the higher the HSPF rating, the more energy efficient the heating mode of the unit is.