The quality of your connection to another site has little to do with your connection here. The servers are located in different locations and share only part of the path, likely just your local ISP and possibly one other connection.
You are also comparing a site with a differing level of load, which also can have an impact.
I am an intermediate player who enjoys a good game of blitz! I loose on time as often as being outplayed. I'm constantly frustrated by a "lag" or bad connection. I'm cursing my internet because I live at the end of a 20 mile peninsula in Miane that jets into the ocean and we have issues with phone and internet. Guess what??...I tried [another site -- VP] for the first time and played for a couple hours. It's not me...It's the servers on this site! My rating is 300 points higher and no lag! I like the format here and have friends I enjoy playing, but Chess.com needs to address this issue. I'm probably not the first to comment about this but it was a "eurika!' moment for me