In memory databases would be a direct competitor of CQEngine in a lot of cases.
You can find some benchmarks on the CQEngine site, of CQEngine raw retrieval performance for a variety of queries and indexes. It simply measures retrieval time in microseconds, but does not compare it with in memory databases per se.
When I wrote the benchmark (in 2012 I think) CQEngine was significantly outperforming in memory databases back then. However it's possible things have changed.
If you carry out any tests yourself, it would be great if you could share your findings!
Niall