New Mexico is about 3.5 times smaller than Ethiopia.

Ethiopia is approximately 1,104,300 sq km, while New Mexico is approximately 314,310 sq km, making New Mexico 28.46% the size of Ethiopia. Meanwhile, the population of Ethiopia is ~113.7 million people (111.6 million fewer people live in New Mexico).
Tip: This to-scale comparison of Ethiopia vs. New Mexico uses the Mercator projection, which distorts the size of regions near the poles.