Mali is about 4 times bigger than New Mexico.

New Mexico is approximately 314,310 sq km, while Mali is approximately 1,240,192 sq km, making Mali 295% larger than New Mexico. Meanwhile, the population of New Mexico is ~2.1 million people (18.7 million more people live in Mali).
Tip: This to-scale comparison of New Mexico vs. Mali uses the Mercator projection, which distorts the size of regions near the poles.