There are some similarities between the two; they both support JMS 1.1 and run inside JBoss 4.x.
However ActiveMQ does offer some specific differences and advantages (at least from our perspective)
Performance report
We have a performance report comparing ActiveMQ against a number of other commercial and open source JMS providers. Click here to get the performance report
If you're not convinced by performance reports then please do try running performance tests yourselfs. You might wanna check out our overview of Performance or try using out the ActiveMQ Performance Module Users Manual
More on JBoss Integration
Integrating Apache ActiveMQ with JBoss