New Mexico is about 4 times smaller than Niger.

Niger is approximately 1,267,000 sq km, while New Mexico is approximately 314,310 sq km, making New Mexico 24.81% the size of Niger. Meanwhile, the population of Niger is ~24.5 million people (22.4 million fewer people live in New Mexico).
Tip: This to-scale comparison of Niger vs. New Mexico uses the Mercator projection, which distorts the size of regions near the poles.