We're currently evaluating Azure's SQL Database service (vs local installation) because we would like to have the "Always Encrypted" feature integrated in our (java-based) application.
Problem is, performances are terrible.
I'm connecting from a physical server located in the same area (Paris) to the database created in the "France Central" region.
I wrote a very simple java application which does 5000 inserts (prepared statements) in a very simple table, it's using the Microsoft jdbc driver and the Azure's provided connection string.
It takes nearly a minute to complete, whatever the type of SQL Database I use (last test with S6 Standard). The java application ran on a production server (8 cores). I would expect some latency from using a remote database, but not to this level. (the same test is running in 5 seconds with SQL Server on the local server).
Is it what's to be expected ? I though our case was the case addressed by the SQL Database service (remote SQL server). I also created a VM in the same region, connecting through the public IP of the database, and it was nearly as bad. I tried to create SQL Databases in other european countries, and it was just worse.