C# SQL insert command

Question

Can anyone tell me the following 2 ways of inserting record creates better performance?

Case 1

SqlCommand cmd = new SqlCommand();

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Answer 1

It should be noted exactly that as-is, neither case will work.

Case #1 requires a connection to be specified.

Case #2 requires you to end your statements with a semi-colon in order to run multiple commands, like so:

string sql = null;

for (int i = 0; i < 10000; i++)
{
  sql += "insert into test(id, name) value('" + i + "', '" + i + "');";
}

SqlCommand cmd = new SqlCommand(sql, conn);
cmd.ExecuteNonQuery();

Ultimately the best way would be for you to just test it yourself on several thousand rows. My guess would be that the Case #2 would be better for performance because not only would it require setting up only a single SqlCommand object, but it only hits the database a single time.