Behavior of DX11::CreatePixelShader during multithreaded calls

Calling CreatePixelShader in a multithreaded fashion results in a sharp performance drop.
The code given is pre-compiled and no debugging information is added.
The size is a bit large (100kb), but a single-threaded call requires less than 1ms, while a multithreaded call may require more than 10ms.

Should CreatePixelShader not make multithreaded calls?
Or does it depend on the graphics driver it is running on?

development environment
OS – Windows 10 pro
GPU – NVIDIA GeForce 2070 super
CPU – AMD Ryzen 7 3700X 8-Core Processor 3.59 GHz