if you really want performance forget about that SQL server
I have a feeling you're kidding and not serious.
If you mean what you said, I think you (or your IT) need to read some books on managing sql server.
I have never used MySQL and can not judge which one is faster. But I can tell you this.
SQL server, according to its documentaions, need to be installed on a dedicated server, and never (again NEVER) on DC because of performance issues.
When we deceided to move from Access BE to SQL server, we were not sure how it will go. So as a test, we installed it on Domain Controller.
After a month, the result was that good that we didn't even bother to add a server. It was postponed to "Later" and that "Later" has not arrived yet.
Some of our tables have more than a million records and at least three of them more than 2 million.
But everything, from data input down to search, update, edit is done in milli seconds.
Even if MySql server is faster, it really goes to milli seconds that no user will recognize the difference. You may have problems with your network or sql server management that made you come to that conclusion.