New Mexico is about 8 times bigger than Bhutan.

Bhutan is approximately 38,394 sq km, while New Mexico is approximately 314,310 sq km, making New Mexico 719% larger than Bhutan. Meanwhile, the population of Bhutan is ~867,775 people (1.2 million more people live in New Mexico).
Tip: This to-scale comparison of Bhutan vs. New Mexico uses the Mercator projection, which distorts the size of regions near the poles.