Regarding the Multi Core CPU usage, see Multicore Faq please
I don’t know what reapers CPU meter shows, but Renoise does not add noticeable overhead to VST processing. When comparing CPU usages in various hosts, don’t use the hosts internal meters but the OS meters like the taskmanager on windows. Also make sure you are testing with the same sample rate and buffer sizes in various hosts. Both do have a lot of impact on how much CPU is needed to run them.
As IT-Alien said, a few plugins might also perform better when enabling the “static processing buffer” option in Renoise. This rareyl happens with a few plugins only though… See http://tutorials.renoise.com/wiki/VST/AU/LADSPA_Effects please on how to setup those options.