Closer than most people guess: Greenland (2,154,754 km² km²) is only about 10%% larger than Mexico (1,962,279 km² km²).
Both sit in North America, so this is a same-region comparison: the new Equal Earth map draws both with the same honest geometry, and the real gap is exactly the 1.1× you see above.
The old map muddied it further: Mercator inflates Greenland about 11.8× and Mexico about 1.2×, so on a Mercator-style map this pair appears 10.8× apart instead of the true 1.1×.
Mexico fits 1× into Greenland.