Multi-connectivity and network densification are two solutions intended to enhance user throughput and reliability. These solutions are critical since 5G NR uses a wide range of frequency bands, which exhibit different varying radio coverage characteristics. This work studies the user equipment (UE) performance using multi-connectivity within an ultra-dense network (UDN) deployed in an urban city environment. By being connected to more than one access node simultaneously, the UE should benefit from increased reliability and data rates at the expense of a potentially increased power consumption. In this letter, we have constructed an urban city environment and a context-aware UE power consumption model. The performance of the UE is assessed with an uplink power control scheme for multi-connectivity and a novel multi-connectivity scheme is proposed. Our simulation results show that dual-connectivity increases performance by up to 44% and 27% in average downlink and uplink throughput, respectively. Similarly, tri-connectivity does the same by up to 45% and 25%. At mid load (forty-five users), the average increase in UE power consumption compared to single-connectivity is 25% and 60% for dual-connectivity and tri-connectivity, respectively. Dual-connectivity increases global UE energy efficiency by up to 30%. Within an urban environment, dual-connectivity decreases the RLF rate by 20% compared to single-connectivity for high speed users.