Colombia is about 3.6 times bigger than New Mexico.

New Mexico is approximately 314,310 sq km, while Colombia is approximately 1,138,910 sq km, making Colombia 262% larger than New Mexico. Meanwhile, the population of New Mexico is ~2.1 million people (47.0 million more people live in Colombia).
Tip: This to-scale comparison of New Mexico vs. Colombia uses the Mercator projection, which distorts the size of regions near the poles.