ping your router

winkey + r -> cmd
tracert google.com
first hop should be your router, 192.168.x.1

ping -t 192.168.x.1 (router ip)
hit ctrl + c to stop and show min/max/avg and loss

on lan it should be 0 or <1ms with 0% loss
wifi should be <5ms tiny amount of loss, <5%

if wifi is better, it could be av or vpn or something in the way
or maybe bad cable, but those usually work or not, not just slow, unless its forcing a connection at 10 or 100mb/s instead of gigabit or faster, check lan adapter properties to see its connection speed

make sure windows network is set to private not public, that turns off much of windows firewall filters

If you still get higher ping with Ethernet on CMD like the above post answer told you, it can be due to a bad cable or damaged adapter port, but what's the problem with the cable??

Is the Ethernet cable straight or crossover? A straight cable and a crossover cable don't have any difference in appearance, but their difference is due to the sort of wire color when they were patched.

A straight cable is appropriate for connecting dissimilar devices such as a PC to a router, and a crossover cable is appropriate for connecting similar devices.

Usually, modern devices can still maintain compatibility on small and short-range networks even if they are set up wrong, but test it yourself; better safe than sorry.
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Another reason can be due to appearing noise on your cable, which can be caused by a damaged cable or having a bad splitter.

So, try using different cables, a splitter, another adapter port, etc., and test again.