Quicksort: Iterative or Recursive

In terms of (asymptotic) time complexity - they are both the same.

"Recursive is slower then iterative" - the rational behind this statement is because of the overhead of the recursive stack (saving and restoring the environment between calls).
However -these are constant number of ops, while not changing the number of "iterations".

Both recursive and iterative quicksort are O(nlogn) average case and O(n^2) worst case.

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EDIT:

just for the fun of it I ran a benchmark with the (java) code attached to the post , and then I ran wilcoxon statistic test, to check what is the probability that the running times are indeed distinct

The results may be conclusive (P_VALUE=2.6e-34, https://en.wikipedia.org/wiki/P-value. Remember that the P_VALUE is P(T >= t | H) where T is the test statistic and H is the null hypothesis). But the answer is not what you expected.
The average of the iterative solution was 408.86 ms while of recursive was 236.81 ms

(Note - I used Integer and not int as argument to recursiveQsort() - otherwise the recursive would have achieved much better, because it doesn't have to box a lot of integers, which is also time consuming - I did it because the iterative solution has no choice but doing so.

Thus - your assumption is not true, the recursive solution is faster (for my machine and java for the very least) than the iterative one with P_VALUE=2.6e-34.

public static void recursiveQsort(int[] arr,Integer start, Integer end) { 
    if (end - start < 2) return; //stop clause
    int p = start + ((end-start)/2);
    p = partition(arr,p,start,end);
    recursiveQsort(arr, start, p);
    recursiveQsort(arr, p+1, end);

}

public static void iterativeQsort(int[] arr) { 
    Stack<Integer> stack = new Stack<Integer>();
    stack.push(0);
    stack.push(arr.length);
    while (!stack.isEmpty()) {
        int end = stack.pop();
        int start = stack.pop();
        if (end - start < 2) continue;
        int p = start + ((end-start)/2);
        p = partition(arr,p,start,end);

        stack.push(p+1);
        stack.push(end);

        stack.push(start);
        stack.push(p);

    }
}

private static int partition(int[] arr, int p, int start, int end) {
    int l = start;
    int h = end - 2;
    int piv = arr[p];
    swap(arr,p,end-1);

    while (l < h) {
        if (arr[l] < piv) {
            l++;
        } else if (arr[h] >= piv) { 
            h--;
        } else { 
            swap(arr,l,h);
        }
    }
    int idx = h;
    if (arr[h] < piv) idx++;
    swap(arr,end-1,idx);
    return idx;
}
private static void swap(int[] arr, int i, int j) { 
    int temp = arr[i];
    arr[i] = arr[j];
    arr[j] = temp;
}

public static void main(String... args) throws Exception {
    Random r = new Random(1);
    int SIZE = 1000000;
    int N = 100;
    int[] arr = new int[SIZE];
    int[] millisRecursive = new int[N];
    int[] millisIterative = new int[N];
    for (int t = 0; t < N; t++) { 
        for (int i = 0; i < SIZE; i++) { 
            arr[i] = r.nextInt(SIZE);
        }
        int[] tempArr = Arrays.copyOf(arr, arr.length);
        
        long start = System.currentTimeMillis();
        iterativeQsort(tempArr);
        millisIterative[t] = (int)(System.currentTimeMillis()-start);
        
        tempArr = Arrays.copyOf(arr, arr.length);
        
        start = System.currentTimeMillis();
        recursvieQsort(tempArr,0,arr.length);
        millisRecursive[t] = (int)(System.currentTimeMillis()-start);
    }
    int sum = 0;
    for (int x : millisRecursive) {
        System.out.println(x);
        sum += x;
    }
    System.out.println("end of recursive. AVG = " + ((double)sum)/millisRecursive.length);
    sum = 0;
    for (int x : millisIterative) {
        System.out.println(x);
        sum += x;
    }
    System.out.println("end of iterative. AVG = " + ((double)sum)/millisIterative.length);
}

Recursion is NOT always slower than iteration. Quicksort is perfect example of it. The only way to do this in iterate way is create stack structure. So in other way do the same that the compiler do if we use recursion, and propably you will do this worse than compiler. Also there will be more jumps if you don't use recursion (to pop and push values to stack).