Increase performance between application hosted on azure VM which uses an instance of Azure SQL (1GB)

I have deployed a Java web application running Tomcat 7 on a Azure VM(small instance). This deployed web application connects to and makes use of a Azure SQL database(1GB). The query time is extremely slow (~2min) for a single SELECT statement. Are there any ways to improve the connectivity between the VM and the SQL database? I use the fully qualified name of the database in the connection string.