Is that the question you really want to ask?

If it is, the answer is trivial: if it's O(f(n)) time in other languages, it's also O(f(n)) time in Haskell. (Note: space is a different story.)

But what typically people want to know is: why is my program so slow?

You wonder about the constants covered up by Big-Oh.

And so you're going to have to get acquainted with

0) lambda calculus
1) graph reduction,
2) the G-machine, and
3) the spineless-tagless variant thereof.

You're also going to have to learn to read Core and understand some of the higher order core-to-core optimizations that GHC performs.