On comp.lang.lisp was a post about a hack to compile clisp to EXE.
http://www.frank-buss.de/lisp/clisp.html
The 'Hello world' example compiles to a 1.4 mb EXE.
Good for a 'CommonLisp', but with newLISP you could do it a lot smaller.
To be fair, it is a comparison between apples and pears.
;-)
From hack to official supported feature:
GNU CLISP 2.38 released
http://clisp.cons.org/impnotes/image.html