Update
As suggested by many people, it looks like this was because of the fact that clojure code was first compiled and then executed. AOT compilation s
To add to dnolen's answer, when doing Python vs Clojure timing contents, you might want to package your "basic unit of work" as a function and then use the time
macro (in Clojure) or the timeit.timeit
function (in Python; or, better yet, use the timing facilities of IPython) at the REPL. The results should be roughly comparable. (Note that Clojure code needs to be "warmed up" by running it a few times to achieve full performance.)
There are also some benchmarking suites for Clojure, for example Criterium; you might want to consider using one of them.