There's no JVM when using GraalVM Native Images, it relies on a JVM during the compile step (well, specifically GraalVM), but produces native code similar to compiling C. There's no virtual machine running bytecode, just entirely native code. So the size of the executable will depend on how many features of the JVM you need compiled into your executable.
A pure java bytecode (bring-your-own-JVM) Hello World can be under 2KB pretty easily. Smaller than the equivalent C program. But of course, that's not including the size of your system JVM.