RAW files from D5100
It doesn't matter much how the two files look when you open both. The appearance of the raw file will vary somewhat depending on what software you open it with.
But what matters, is that you can do more with the raw file than you can with the jpeg. You can change white balance, picture control settings, extract details from the higher bit-depth raw file, etc. So it's where you go with the raw file that really distinguishes it from the jpeg.