Are you talking about games on a Roku device? If not, this isn't a good place to be asking.
If it is a Roku game, remember that Roku players only have Fast Ethernet wired connections, which maxes out at 100 Mbps. With a good WiFi connection, using 802.11n, you have a theoretical limit that is much faster. It's possible there's an issue with your wired connection, and not providing the highest possible speed. Sometimes a bad Ethernet cable will still connect, but not handshake at the highest speed. A broken wire in the cable might allow a connection, but only at the basic Ethernet speed of 10 Mbps.
Dan
Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.