No... And yes.
No: Because throwing and catching the null pointer exception is hideously slow compared to doing a null check. In Java / C#, the exception is an allocated object, and the stack is walked to generate a stack trace. This is in addition to any additional lower-level overhead (panic) that I don't understand the details well enough to explain.
Yes: If, in practice, the pointer is never null, (and thus a null pointer is truly an exceptional situation,) carefully-placed exception handlers are an optimization. Although, yes, the code will technically be faster because it's not doing null checks, the most important optimization is developer time and code cleanliness. The developer doesn't waste time adding redundant null checks, and the next developer finds code that is easier to read because it isn't littered with redundant null checks.