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Air to water heat pumps are also used in harser climates. If you're interested here is an example datasheet of an air to water heat pump (2018) (using Celsius here):

PUHZ-SHW112YAA Guaranteed operating range (outdoor): Heating: -28 to +21 Domestic hot water: -28 to +35

On page 108 you can find the actual co-efficient of performance (COP) for different outside temperatures and inside water heating temperatures. As an example: at -10 and an water temperature for heating at 25 you still get a COP of 3+ (which are the average low temperatures in Maine). That means that 100% electricity moves 300% of heat into your house.