Yes anyway you care to twist the math short of lying Electric motors are more energy efficient.
Batteries are at worst around 90% efficient at returning energy (95% charge * 95% discharge). Hell modern high quality Lithium batteries are actually closer to 99% efficient charge/discharge thanks to a very low internal resistance.
If you take the absolute worst case for electric natural gas/coal - generation losses (~35% efficient: source), transmission losses (~95% eff), charging losses (~95%), discharge losses (~95%), conversion to AC losses (~95%), Electric motor losses (~90%) and lets throw in another 95% for "misc".
That's a total of 24.4% efficient (35 x 0.955 x 0.9).
The absolute best ICE (Internal Combustion Engine) in a vehicle you can buy today is around 30% (diesel) under ideal conditions and much less for petrol engines (source #1, source #2). Note "thermal efficiency" is the best the motor can do in ideal conditions it doesn't account for any other ICE losses (such as source #1 mentions).
The reality is most diesel engines are around ~25% and petrol engines again less than that in practical use (~16-18%) - because you're almost never just cruising at the engines most efficient power output torque/rpm range.
Oh and that isn't even accounting for the fact that delivery of gas/coal to the power station is a lot more efficient than distribution of petrol to stations (for your filling).
Now ~24% vs ~20% may not seem much - and again this is assuming coal/gas generation zero renewables, nuclear or highly efficient gas turbine designs (60% efficient)) - that's still a fairly massive decrease in CO2 emissions.