Connection string works for Entity framework but fails on bulk

The problem I am having is that in the Web.Config, I have a connection string which db.database is using, this works fine, I am able to retrieve data from the database no problem, however the problem I am having is when I try to use SqlBulkCopy:

using (SqlBulkCopy bulk = new SqlBulkCopy(db.Database.Connection.ConnectionString))
{
    bulk.DestinationTableName = datatable.TableName;
    bulk.WriteToServer(datatable);
}

I am using the exact same connection that the entity framework is using but it is failing and I get the error message

Login failed for user 'DatabaseName'.

I can't seem to figure out why it's failing, I Googled around and it says it's an authentication issue on the server / database side, but why would it work for db.database and not when using SqlBulkCopy?