Voltage sensitivity expresses analytically the dependency between voltage and active or reactive power. Knowing the voltage sensitivity is necessary in many power system applications, such as the Distributed Energy Resources (DER) optimal placement and control. The majority of voltage sensitivity estimation methods assume having an accurate model of the grid and only consider a balanced grid operation at the nominal point, which is not realistic. In this paper, a method based on Mutual Information (MI) is proposed, which is able to evaluate the nonlinear dependencies between two variables, in order to estimate the relative voltage sensitivity. Contrary to the existing methods, the proposed MI-based approach only requires measurements at the point of interest and does not require any grid model nor measurements from other nodes in the grid. As a use case, the optimal allocation for an Energy Storage System (ESS) in a real medium voltage network in Germany has been presented. Measurement results confirm the effectiveness of the new approach for estimating relative voltage sensitivity.