Now that PortableApps.com is offering a portable Java JRE, having a portable Java JDK sounds good to.
The reason for this is if in the future programs such as Eclipse will be offered it will be more usefull to run them using a JDK due to the availability of the JDK tools and Java source with it.
We can also install the java docs to it (Manually or automatically), so Eclipse has access to the java documentation (api, javadoc) offline.