New Mexico is about 3.9 times smaller than South Africa.

South Africa is approximately 1,219,090 sq km, while New Mexico is approximately 314,310 sq km, making New Mexico 25.78% the size of South Africa. Meanwhile, the population of South Africa is ~57.5 million people (55.5 million fewer people live in New Mexico).
Tip: This to-scale comparison of South Africa vs. New Mexico uses the Mercator projection, which distorts the size of regions near the poles.