From what I understand:
Since a JPEG is a file that is processed in your camera, it applied its settings which raised saturation, contrast, and sharpening. The RAW file requires you to process it, so it comes out looking like that and you have to adjust it to your taste. The advantage to RAW is that it doesn't discard all the information it doesn't use, due to compression, which means less room for adjustment. This is nomal, don't freak out.
