Many questions here:

What is the base performance comparison of the two machines?
What do you mean by "DOS", and which JVM are you running in that 
environment?
What background tasks are running in the Unix box (there usually are 
some)?
Have you allowed for the fact that I/O has to be process-safe in a 
multitasking system?
Have you allowed for the fact that process-switching imposes some 
overhead?
Have you allowed for the fact that the Unix task is competing for memory 
and possibly being swapped out?
And so on, and on, and on...

.... Generally, comparing performance across two vary different 
environments is nontrivial. There are no simplistic answers.

______________________________________
Joe Kesselman  / IBM Research

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