New Mexico is about 7 times smaller than Saudi Arabia.

Saudi Arabia is approximately 2,149,690 sq km, while New Mexico is approximately 314,310 sq km, making New Mexico 14.62% the size of Saudi Arabia. Meanwhile, the population of Saudi Arabia is ~35.4 million people (33.3 million fewer people live in New Mexico).
Tip: This to-scale comparison of Saudi Arabia vs. New Mexico uses the Mercator projection, which distorts the size of regions near the poles.