Aunque hace un año de la comparativa no creo que haya cambiado mucho:
http://www.phoronix.com/scan.php?page=article&item=java_vm_performance
El Resumen:
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Well, Java on Ubuntu was pretty much the hands-down winner compared to Microsoft Windows Vista Premium SP1. Running the Java tests on Ubuntu had experienced significant advantages when it came to file encryption, Fast Fourier Transforms, Successive Over Relaxation, Monte Carlo, and the composite Java SciMark performance. In only the Sunflow test were the results between Ubuntu and Windows even close. With the Java 2D Microbenchmark, Windows was faster but that likely falls on the Intel Linux graphics driver having little in the way of performance optimizations and Java on Linux not yet utilizing the X Render extension.
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Un poco de Java 
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