The ad performance differs by industry, but here are cross-industry averages for clickthrough rate (CTR) and conversion rates:

Search ad average CTR: 2%

Display ad average CTR: 0.35% 

You can use these numbers to contrast with your own ad performance.
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Conversion rates also differ by ad type and industry.

Search ad average conversion: 3.75%

Display ad average conversion: 0.77%

To gather information on conversions, you'll need to add a conversion tag to your webpage, attached to some specific action (e.g., the "sign up" or "purchase" button) that you want to track. There's no cost to do this, but you'll need to know how to add it to your site.  See conversion tag topic for more info.