When it comes to road cars, the words "Mercedes-Benz" and "thrilling" rarely appear together.

But the new CLA 45S is not your usual Merc. In fact, it probably has more in common dynamically with the Mercedes-Benz which Lewis Hamilton drives every other Sunday than with an S-class.

Under its bonnet is a hand-built 2-litre twin-scroll turbocharged four-cylinder making a monumental 421hp and 500Nm. It is the world's most powerful production four-pot and a far more sophisticated unit than the similarly sized 306hp engine in the CLA 35.

The output is sent to four wheels via an eight-speed, dual-clutch gearbox. Torque is juggled not just between the front and rear axles, but also between the two rear wheels, giving the tail a touch of mobility to help angle the car into a turn.

While the engine's redline is at 7,000rpm, it is muscular from almost idle speed. Off the lights, the car simply bolts away, with thrust building inexorably as the rev needle rips round the dial. It hits 100kmh in just 4 seconds.

The car's soundtrack is equally hair-raising, especially in its sportier drive modes. At idle, there is a purposeful, hard-edged purr. And as revs rise, the noise grows in ferocity and volume, reaching a howling crescendo at the redline.

More significantly, the new car is a far more entertaining steer than its predecessor, which was also searingly fast in a straight line, but had a depressingly staid chassis.

Its alcantara-clad steering wheel has just the right degree of resistance and its nose responds by flicking instantly into bends. Direction changes are razor-sharp yet linear, with a sense of the whole car rotating instead of the rear axle merely trailing along.

Grip is utterly tenacious and with all-wheel-drive, you can open the throttle very early in a corner without fear of wheelspin or understeer. The brakes are phenomenally strong as well, with a reassuringly firm pedal.

There are four drive modes - selectable either by a toggle on the centre console or a Porsche-style rotary dial on the steering wheel.

In the more extreme modes - Sport+ and Race - there is an almost palpable sense of the car tensing up as the throttle response sharpens, gear changes punch through with more ferocity, the exhaust gets extra snarl and crackle and the suspension gains a firmer, more purposeful edge.

Yet, even in this set-up, the ride is taut yet fluid, with the car remaining remarkably compliant over bumps - a far cry from the bucking ride that blighted its predecessor and almost every other last-generation Mercedes A-class derivative. In fact, it defies belief that it rolls so little yet rides so well.

Ease the drive mode back to Sport or Comfort and the AMG morphs into an utterly civilised cruiser, wafting along with its engine note a distant hum.

Belying its performance, the CLA 45S is outwardly understated, especially in the test car's metallic grey. There are gaping intakes on the front bumper, huge red six-piston brake callipers on the front wheels, and front wings which are subtly wider than those on the regular CLA. But those are about the only hints to its potential.

Inside, it is largely A-class generic, with twin 10.25-inch TFT screens packed with all endless virtual gadgetry, such as five instrument display layouts and 10 choices of ambient-lighting colour schemes. There is even an app for race-rack performance tracking.

Space is adequate if not generous and given this car's top-dog status in the CLA range, equipment levels are high except for the absence of rear air-vents.

Still, no one buys this car for mundane things like cabin space or equipment.

Rather, they will be after sheer driving exhilaration in a compact sedan. On that front, the CLA 45S is simply peerless.