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
The JVM in general already has a somewhat slow startup time as opposed to native or interpreted languages. On top of that, Clojure adds a considerable overhead to startup time, as it compiles and loads quite a bit of code on startup. Even with AOT, there's a lot of things Clojure needs to setup before it can run.
Bottom line, don't depend on Clojure for short lived processes. Don't even rely on Java for those use cases most of the time. Something native or interpreted like Node.js, Python, Lua, etc. would be much better.
For medium to long lived processes though, Clojure will on average be much faster then almost all other dynamic languages, beating out Python and Ruby. Clojure can be made almost as fast as Java if needed without a lot of effort, and its Java inter-op is so easy, that by changing a few functions to pure java you can in most cases get speed equal to Java.
Now, if you really wanted something quick for Clojure, I'd recommend looking into lumo. Its a ClojureScript REPL that's self contained and running on bootstrapped ClojureScript, so no JVM to be seen.
time python -c "print(\"Hello World\")"
Hello World
real 0m0.266s
user 0m0.015s
sys 0m0.202s
time lumo -e "\"Hello World\""
"Hello World"
real 0m0.438s
user 0m0.000s
sys 0m0.203s
As you can see, Lumo gets pretty close to the startup speed of Cpy3k.
An alternative, which isn't really going to be Clojure anymore, but it will still be a Clojure inspired Lisp, is Hy. Its a Lisp with Clojure syntax running on Python.
time hy -c "(print \"Hello World\")"
Hello World
real 0m0.902s
user 0m0.000s
sys 0m0.171s
Its startup time is slightly slower then both Cpy3k and Lumo, but it gives you all of Python at your disposal with Clojure's syntax and macros.