I assume you are talking about comparing out of the box, with no plugins here, as obviously more plugins means more database queries which will in turn affect performance. However, that kind of comparison may not be realistic for you as I'm sure your finished site won't be completely vanilla with no add-ons. If you've an idea of what plugins you might use with the various CMSs you might be best off doing some speed comparisons yourself, with the relevant plugins installed. Here's an example of someone who did some out of tbe box comparisons of a few CMSs - looks like something that could be easily replicated:
Also bear in mind that different CMSs support different methods to enhance performance such as caching and load balancing. This website gives a good tool to comapre these:
These ootions will also depend on your hosting environment.