Ruby has some tools similar to PEX.
JRuby Warbler packs files into a jar or war file, both of which are essentially zip files.
Warbler can package anything from a simple Ruby command-line script to an entire Rails app.
The jar or war contains your own files, plus optionally any gems you want, but does not contain a JRuby runtime, Ruby runtime, or JVM.
A typical use case is to package your app into a war file, then send the file to a remote server that already has a Java server installed, the the Java server runs your app.
For example, I can use Warbler to package my Rails app to deploy to Google AppEngine.
Targets any typical JVM.
Traveling Ruby lets you create self-contained Ruby app packages.
An app packaged with Traveling Ruby is self-contained and doesn't require the user to install any further dependencies or runtimes.
The package contains your app, your app's gems, and a portable Ruby runtime. The package tends to be much larger than just your app's source code.
A typical use case is to send someone an app so they can run it on their own system. For example, I want to send someone my Rails app and have the him run it on his own server, without installing anything else.
Targets Linux or OSX.
Ruby Ship provides a portable Ruby runtime, and can also package your code.
Ruby Ship is an alternative to installing Ruby on a system.
You can send Ruby Ship as is, or you can include in your script folder, or app folder, so you can distribute your own Ruby script or app with a fully runnable Ruby environment.
A typical use case is to package Ruby for someone else. For example, I want to send a Ruby 2.2 runtime to someone who only has Ruby 2.0. I can use Ruby Ship, and I can optionally include my own scripts and apps in the package. For example, I have some data analytics scripts that I wrote using Ruby 2.2 features, and I want to send them to someone who has a system which runs an older Ruby 2.0; I can use Ruby Ship to build Ruby 2.2 on a similar system then send my scripts plus the ship.
Targets Linux, OSX, or Windows.
For zip file management:
You can use any JRuby Java zip tool, or a Ruby gem such as rubyzip
To require Ruby code from a zipfile, you can use ziprequire