Java vs C# Performance Benchmarking

I'm a Java fan, but I use C# 99% in my job, so yesterday I was looking at a good EJB book (EJB 3 in action) while enjoying my coffee (the real one not the Java one ;).
I had a look at some EJB vs .NET benchmarks and I was shocked to see that .NET is much more faster than Java in the enterprise wild, so I decided to do some SIMPLE benchmarking myself.

Benchmarking Tests
I've wrote 3 really simple tests in both Java and C#, the first tests simply loops over an array 1000,000 times while doing some multiplication math, the second test loops over an array 1000,000 times too but while doing some more complex math, and finally the final tests that creates 1000,000 objects and saves them in an array.

I repeated each test 100 times, took the average of them as a final result, so I can be sure of the accuracy.