Of course there are, and it only takes a few seconds with Google to find them. Here's one: the frannkuch-redux benchmark at http://benchmarksgame.alioth.debian.org/u64q/java.php gives Java a >20% CPU efficiency advantage over C++.
That compares a Java program written to use multiple cores with a C++ program not written to use multiple cores; because the C++ programs written to use multiple cores did not compile.
