Norfolk Island is about 8,731 times smaller than New Mexico.

New Mexico is approximately 314,310 sq km, while Norfolk Island is approximately 36 sq km, making Norfolk Island 0.01% the size of New Mexico. Meanwhile, the population of New Mexico is ~2.1 million people (2.1 million fewer people live in Norfolk Island).
Tip: This to-scale comparison of New Mexico vs. Norfolk Island uses the Mercator projection, which distorts the size of regions near the poles.