New Mexico is about 9 times smaller than Kazakhstan.

Kazakhstan is approximately 2,724,900 sq km, while New Mexico is approximately 314,310 sq km, making New Mexico 11.53% the size of Kazakhstan. Meanwhile, the population of Kazakhstan is ~19.4 million people (17.3 million fewer people live in New Mexico).
Tip: This to-scale comparison of Kazakhstan vs. New Mexico uses the Mercator projection, which distorts the size of regions near the poles.