Pinch of salt with all benchmarks, but "The Computer Language Benchmarks Game"?

http://benchmarksgame.alioth.debian.org/u64q/csharp.html

.NET does better in most of them, but falls down vs Java on Regex and k-nucleotide

It's crazy but I'm not really aware of any good benchmarks, at least in the research community.

But you can show the differences qualitatively, in that the .NET simply doesn't have large swathes of optimisations which I think are considered pretty fundamental in the JVM such as escape analysis.