In light of the growing number of cosmological observations, it is important to develop versatile tools to quantify the constraining power and consistency of cosmological probes. Originally motivated from information theory, we use the relative entropy to compute the information gained by Bayesian updates in units of bits. This measure quantifies both the improvement in precision and the surprise, i.e. the tension arising from shifts in central values. Our starting point is a WMAP9 prior which we update with observations of the distance ladder, supernovae (SNe), baryon acoustic oscillations (BAO), and weak lensing as well as the 2015 Planck release. We consider the parameters of the flat $Lambda$CDM concordance model and some of its extensions which include curvature and Dark Energy equation of state parameter $w$. We find that, relative to WMAP9 and within these model spaces, the probes that have provided the greatest gains are Planck (10 bits), followed by BAO surveys (5.1 bits) and SNe experiments (3.1 bits). The other cosmological probes, including weak lensing (1.7 bits) and {$rm H_0$} measures (1.7 bits), have contributed information but at a lower level. Furthermore, we do not find any significant surprise when updating the constraints of WMAP9 with any of the other experiments, meaning that they are consistent with WMAP9. However, when we choose Planck15 as the prior, we find that, accounting for the full multi-dimensionality of the parameter space, the weak lensing measurements of CFHTLenS produce a large surprise of 4.4 bits which is statistically significant at the 8 $sigma$ level. We discuss how the relative entropy provides a versatile and robust framework to compare cosmological probes in the context of current and future surveys.
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