SFML is built on top of OpenGL, so the question is meaningless -- of course SFML can't be faster than OpenGL.
The point of SFML is to provide an abstraction, so that you can get rid of tedious low-level code and get good results with good performance. Unless you need something very specific that isn't provided in SFML, there should be no need to use raw OpenGL -- especially not because "it is faster". Mostly, the difference is irrelevant.
You should rather try to design your projects in a nice way, and this works much better when using a high-level library like SFML.