In the past decade, many approaches have been suggested to execute ML workloads on a DBMS. However, most of them have looked at in-DBMS ML from a training perspective, whereas ML inference has been largely overlooked. We think that this is an important gap to fill for two main reasons: (1) in the near future, every application will be infused with some sort of ML capability; (2) behind every web page, application, and enterprise there is a DBMS, whereby in-DBMS inference is an appealing solution both for efficiency (e.g., less data movement), performance (e.g., cross-optimizations between relational operators and ML) and governance. In this paper, we study whether DBMSs are a good fit for prediction serving. We introduce a technique for translating trained ML pipelines containing both featurizers (e.g., one-hot encoding) and models (e.g., linear and tree-based models) into SQL queries, and we compare in-DBMS performance against popular ML frameworks such as Sklearn and ML.NET. Our experiments show that, when pushed inside a DBMS, trained ML pipelines can have performance comparable to ML frameworks in several scenarios, while they perform quite poorly on text featurization and over (even simple) neural networks.