Quick sort has worst case time complexity as O(n^2) while others like heap sort and merge sort has worst case time complexity as O(n log n) ..still quick sort is considered as more fast...Why?
On a side note, if sorting an array of integers, then counting / radix sort is fastest.
In general, merge sort does more moves but fewer compares than quick sort. The typical implementation of merge sort uses a temp array of the same size as the original array, or 1/2 the size (sort 2nd half into second half, sort first half into temp array, merge temp array + 2nd half into original array), so it needs more space than quick sort which optimally only needs log2(n) levels of nesting, and to avoid worst case nesting, a nesting check may be used and quick sort changed to heap sort, (this is called introsort).
If the compare overhead is greater than the move overhead, then merge sort is faster. A common example where compares take longer than moves would be sorting an array of pointers to strings. Only the (4 or 8 byte) pointers are moved, while the strings may be significantly larger (and similar for a large number of strings).
If there is significant pre-ordering of the data to be sorted, then timsort (fixed sized runs) or a "natural" merge sort (variable sized runs) will be faster.