With the rise in cloud computing and virtualisation, secure and efficient VPN solutions are essential for network connectivity. We present a systematic performance comparison of OpenVPN (v2.6.12) and WireGuard (v1.0.20210914) across Azure and VMware environments, evaluating throughput, latency, jitter, packet loss, and resource utilisation. Testing revealed that the protocol performance is highly context dependent. In VMware environments, WireGuard demonstrated a superior TCP throughput (210.64 Mbps vs. 110.34 Mbps) and lower packet loss (12.35% vs. 47.01%). In Azure environments, both protocols achieved a similar baseline throughput (~280–290 Mbps), though OpenVPN performed better under high-latency conditions (120 Mbps vs. 60 Mbps). Resource utilisation showed minimal differences, with WireGuard maintaining slightly better memory efficiency. Security Efficiency Index calculations revealed environment-specific trade-offs: WireGuard showed marginal advantages in Azure, while OpenVPN demonstrated better throughput efficiency in VMware, though WireGuard remained superior for latency-sensitive applications. Our findings indicate protocol selection should be guided by deployment environment and application requirements rather than general superiority claims.