If you want to use non-blocking in Python then using something like Twisted is an option since Twisted implements most things in an non-blocking way, but Twisted hasn't really gained that much traction in the many years of its existence.
So yes if you do a hello world benchmark then you get a 4x speed improvement, but if you do any library calls (such as doing a MySQL query) you will get decreased perfomance since the MySQL Python library is blocking (and most other libraries are blocking as well)...