My friend it's much worse than a single order magnitude for small inputs

    import time
    import pandas as pd

    ls = list(range(10))

    b = time.monotonic_ns()
    odds = [v for v in ls if v % 2]
    e = time.monotonic_ns() - b
    print(f"{e=}")

    bb = time.monotonic_ns()
    df = pd.DataFrame(ls)
    odds = df[df % 2 == 1]
    ee = time.monotonic_ns() - bb
    print(f"{ee=}")
    print("ratio", ee/e)

    >>> e=1166
    >>> ee=656792
    >>> ratio 563.2864493996569