Is it better to execute many sql commands with one connection, or reconnect every time?

Here's my test code, which seems to suggest that it's better to connect multiple times instead of connecting just once.

Am I doing something wrong?

int numIts = 100;
Stopwatch sw = new Stopwatch();
sw.Start();
using (SqlConnection connection = new SqlConnection(connectionParameters))
{   
            connection.Open();
    for(int i = 0; i < numIts; i++)
    {
        SqlCommand command = new SqlCommand(sqlCommandName, connection);
                command.CommandType = CommandType.StoredProcedure;
                command.Parameters.AddWithValue(par1Name, par1Val);
                command.Parameters.AddWithValue(par2Name, par2Val);
        using(SqlDataReader reader = command.ExecuteReader())
        {
        }
    }
}
sw.Stop();
TimeSpan durationOfOneConnectionManyCommands = sw.Elapsed;
Console.WriteLine(durationOfOneConnectionManyCommands);

sw.Reset();

sw.Start();
for(int i = 0; i < numIts; i++)
{
    using (SqlConnection connection = new SqlConnection(connectionParameters))
    {   
                connection.Open();
        SqlCommand command = new SqlCommand(sqlCommandName, connection);
                command.CommandType = CommandType.StoredProcedure;
                command.Parameters.AddWithValue(par1Name, par1Val);
                command.Parameters.AddWithValue(par2Name, par2Val);
        using(SqlDataReader reader = command.ExecuteReader())
        {
        }
    }                               
}
sw.Stop();
TimeSpan durationOfManyConnections = sw.Elapsed;
Console.WriteLine(durationOfManyConnections);

Output:

//output:
//00:00:24.3898218   // only one connection established
//00:00:23.4585797   // many connections established.
//
//output after varying parameters (expected much shorter):
//00:00:03.8995448
//00:00:03.4539567

Update:

OK, so those who said it would be faster w/ one connection have it. (although the difference is marginal, if any.