For years, researchers and practitioners have investigated the various technologies and strategies to improve supply chain performance and mitigate risks. Recently, there has been increasing attention placed on sustainable energy management. Achieving sustainable differentiated advantage in today's competitive environment demands supply chain executives to have a clear understanding of appropriate approaches to managing the key risks involved. The purpose of this paper is to examine the constructs of energy efficiency and risk matched together, and to evaluate the supply chain potential outcomes in terms of benefits, costs, and risks. The paper explains the interaction between risk and energy efficiency in a supply chain context, explores the real-world application of network data envelopment analysis (DEA) joint efficiency, and develops an approach of quantitatively assessing supply chain risk management and energy efficiency simultaneously.