Yes natural gas is much cheaper than using electric for heat.
Electric heat is pretty efficient but is more costly per BTU than natural gas heat is.
Natural gas heat is also warmer than electric heat is.
I lived in a house before with electric heat and my electric bill in the winter was as high as $500.00 per month in the real cold months of winter.
Now I live in a house with natural gas furnace heat and my gas bill is at most $250.00 per month in the really cold months of winter and my house stays warmer too.
So if you have electric heat now and have the option to use natural gas for heat then you'll save a lot of money using natural gas heat instead of electric heat.