Ethiopia is about 3.5 times bigger than New Mexico.

New Mexico is approximately 314,310 sq km, while Ethiopia is approximately 1,104,300 sq km, making Ethiopia 251% larger than New Mexico. Meanwhile, the population of New Mexico is ~2.1 million people (111.6 million more people live in Ethiopia).
Tip: This to-scale comparison of New Mexico vs. Ethiopia uses the Mercator projection, which distorts the size of regions near the poles.