It is going to depend very much on what you are doing specifically. I have Java code that beats C code. I have Java code that is much slower than C++ code (I don't do C#/.NET so cannot speak to those).
So, it depends on what you are doing, I am sure you can find something that is faster in language X than language Y.
Have you tried running the C# code through a profiler to see where it is taking the most time (same with Java and C while you are at it). Perhaps you need to do something different.
The Java HotSpot VM is more mature (roots of it going back to at least 1994) than the .NET one, so it may come down to the code generation abilities of both for that.
