For a given sufficiently regular distribution $F$ two efficient location estimators are given. One is a linear combination of order statistics, called $L(F)$, and the other is an estimator derived from a rank test, called $R(F)$. The asymptotic variance of both estimators is then compared for various underlying distributions $H$ and it is shown that the asymptotic variance of $R(F)$ is never larger than the one of $L(F)$.
"A Comparison of Efficient Location Estimators." Ann. Statist. 2 (6) 1323 - 1326, November, 1974. https://doi.org/10.1214/aos/1176342885