Sodium has a gravimetric energy density of ~4 kWh/kg for complete oxidation (lithium has ~12 kWh/kg and gasoline has ~13 kWh/kg), so there's still plenty of room for improvement.

Dr. Shirley Meng has done some interesting work on anode-free solid state sodium ion batteries - current samples have 350 kWh/kg of gravimetric density, but only retain 70% capacity after 400 cycles.