Python lacks a tool to painlessly produce the same, that is, a self-contained binary that includes the VM and all the dependencies. Determining Python dependencies may be slightly tricky, because `import` is an executable statement, and dependencies may be native-code libraries.
There are several tools for that, but all have their downsides, and none is in widespread use. Polishing such a tool until it's as simple and fool-proof as Go's build tool could be quite beneficial for Python community.