The statistics of work done on a quantum system can be quantified by the two-point measurement scheme. We show how the Shannon entropy of the work distribution admits a general upper bound depending on the initial diagonal entropy, and a purely quantum term associated to the relative entropy of coherence. We demonstrate that this approach captures strong signatures of the underlying physics in a diverse range of settings. In particular, we carry out a detailed study of the Aubry-André-Harper model and show that the entropy of the work distribution conveys very clearly the physics of the localization transition, which is not apparent from the statistical moments.