compiling a Lisp source to exe

Is it possible to compile a Lisp source file to an exe on an x86
machine running Windows?

Using gcc (on Windows) like this: [>gcc -o hello.exe hello.c] will
produce a file that I can run natively. Is it possible to do this same
with a Lisp file?

When I run compile-file I don't get anything I can copy to another
machine (with a Lisp) and run.

Thanks, CC
.

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