My experience was that .NET programs were typically more tunable for greater perf than Java for many years now even if it didn't come free out of the box which generally is what matters with performance. The ability to optimise further what needs to be optimised means that generally you are faster for your business domain than the alternative - with Java code it generally is harder and/or less ergonomic to do this.

For example just having value types and reified generics as a combination meant you could write generic code against value types which usually meant for hot algorithmic loops or certain data structures a big win w.r.t memory and CPU consumption. For example for a collection type critical to an app I wrote many years ago the use of value types would almost half the memory footprint compared to the best Java one I could find, and was somewhat faster with less cache misses. The Java alternative wasn't an amateur one either but they couldn't get the perf out of it even with significant effort.

It also last time I checked doesn't have a value decimal type for financial math which IMO can be a significant performance loss for financial/money based systems. Anything with math, and lots of processing/data structures for example I would find .NET significantly faster after doing the optimisation work. If I had to choose the 2 targets these days I would find .NET in general an easier target w.r.t performance. Of course perf isn't everything depending on the domain.