JSP is faster of course. (What other response do you expect on a JSP forum?)
Seriously: The speed of an application is determined more by what you do on your pages rather than the technology. If you download 10MB of data with each page, your application will be slow. If you run a query that takes 5 minutes to finish, your application will be slow.
This is independant of the choice ASP/JSP. You can write bad/slow code in either one. If you write good code, I would say the difference is insignificant compared to other factors (database, number of users, power of server...)