Microsoft has put together an extensive article for developers migrating from CFMX to ASP.NET, including a pretty fair feature comparison chart. Probably the most obvious thing that the feature comparison table lacks is the mention of the close integration of Java with CFMX, in fact it says this:
“It can also access Java class libraries with some extra work.”
which is true and false… it requires extra work in the same way that it requires extra work to compile a C# file to an assembly, place the assembly in the /bin/ folder of the application and then import that assemblies namespace into an ASP.NET page.
Nonetheless, check it out if you have worked with CFMX before and are just getting started with ASP.NET.