I've only tested Stata 16 on Rosetta 2 and I'm basing these numbers on how long it takes to complete tests that we certify Stata with (they take several hours to run for each flavor). I would expect Stata 15 and 14 to perform similarly.
Stata on Rosetta 2 is actually 4% faster running Stata/SE and 15% faster running Stata/MP (4-core license) on the M1 Mac mini vs the previous generation Mac mini with a 3.2 GHz 6-core i7. When Stata is run natively, the M1 is around 35% faster than the i7 on both SE and MP.
Stata/SE under Rosetta 2 is just slightly faster on the M1 vs an iMac with a 3.6 GHz 8-core i9. This iMac costs about 2.5 times as much as the M1 Mac mini. Stata/MP under Rosetta 2 is 10% faster on the M1 vs the i9. The M1 is about 30-35% faster than the i9 when Stata is run natively.
Keep in mind though that the first Macs with Apple Silicon are entry-level Macs and max out at 16 GB of memory. If you're working with big datasets, you may want to wait to see what else Apple has in store.