Java Server Pages (
JSP) are converted to Java Servlets before compilation, so comparing their performance is somewhat pointless.
The only thing to note is that typically JSP files are compiled on the server, while Servlet files are compiled by a developer and then deployed to the server. This means that the compilation process for JSP files may absorb some of your server resources or provide an extra delay before the results from the first run of a new JSP are available. If this becomes a problem, you can always pre-compile your JSPs on a different machine.