There is this nice paper written by Jason McGuire titled:
The quick answer to the question is: inside a .NET application, ADO.NET is 3 to 4 times faster then ADODB when accessing SQL Server.
Well, not a big news you might say, going from .NET to COM and back is obviously a performance problem and also there was a bit of advancements since mid ‘90s, but it’s nice to find someone that published such analysis with such a great degree of details and precision.
Too bad there is not code to download so that I can run it on my environment and so prove it myself.
And, you really don’t want to know why I was looking for such a performance analysis.