The 40 or so unix utilities I have Lisp replacements for, have binaries on average 43% smaller than thier C equivalents. When you do a fair comparison and add the whole C tool chain and libraries, then they also compare well to the small programs with the whole Lisp runtime.
"The :executable t keyword argument includes the SBCL runtime in the image to ensure that the image is a standalone executable. This is why the executable for even a simple hello-world program tends to be quite large (30 MB to 50 MB)!"
-rwxr-xr-x 1 root root 314K Feb 5 2020 /usr/bin/sbcl*
What is the size of your hello executable? I tried stripping it, but then it started SBCL's REPL for me. Perhaps I could strip something specific, but I did not have the time to mess around with it yet. But yeah, perhaps that executable contains SBCL along with other stuff.
Some other Common Lisp implementations have smaller executables and/or provide tools to reduce the size for delivery (for example by using a tree shaker).
I tried fibonacci test. It was also 43M. But fib(40) was 20 times faster than in Clisp. Something was compiled indeed. Who cares about the program size nowadays.