exception_speed.py

import datetime

def run_with_no_ex(count: int):
    idx = 0
    while idx < count:
        idx += 1
        s = "".upper()


def run_with_ex(count: int):
    idx = 0
    while idx < count:
        idx += 1
        try:
            s = "".upper()
        except Exception as x:
            print(f"Error! {x}")

def time(func, count, msg):
    t0 = datetime.datetime.now()

    func(count)

    dt = datetime.datetime.now() - t0
    print(f'Finished {msg} in {dt.total_seconds()*1000:,.0f}ms')


if __name__ == '__main__':
    run_with_ex(1)
    run_with_no_ex(1)

    time(run_with_no_ex, 1_000_000*100, "No exception block")
    time(run_with_ex, 1_000_000*100, "Exception block")

Output seems pretty much tied for me:

Finished No exception block in 7,465 ms
Finished Exception block in 7,894 ms