In my experience you can usually achieve near linear speed up. My machine can run 24 threads.
This leaves Clojure as 1/4 the overall speed, which seems about right. However that's based on a hugely unscientific gut feeling, because generally I don't touch Clojure if performance matters and I don't touch C# if it doesn't.
By the way, I've implemented persistent data structures on disk for a problem they were particularly useful for. If stalling for a cache miss feels bad, try waiting for an SSD :)
Especially as C# is a relatively pleasant language to use.
It doesn't matter how good threading in clojure is if you don't even need to use it to beat clojure on another language (also: great scaling is pointless if you start so far behind).