Firstly, BEA and Sun were both taken over by Oracle. So JRockit and HotSpot are now both Oracle products.
JRockit started out as a faster JVM than Hotspot for server-side code, but a lot of work has been done since then to make Hotspot faster, so it is not clear if that still applies. The other thing that I recall is that JRockit has (had) a different heap sizing strategy. In particular, you didn't need to provide a fixed upper bound for the heap. This could be a good thing or a bad thing, depending on your perspective.
From a purely functional stand-point, JRockit and HotSpot implementations of the same Java baseline should be virtually identical.
Here are some other resources (from a Google search):