Wrong, Wrong
Java can be standalone compiled with GCJ or embedded in avian .net runs better in mono, and can be also embedded.
Differences in speed = Programmer's code, not pc power :P
Edit: Oh yeah, java 8 will have a minimum 3mb JVM and a compiler option, to pack all the classes you use from rt lib, into ur app, and then embed it into an executable. Check out Jigsaw project @ java 8