"Physically the EOS M shares similar vital statistics to its nearest rivals. The EOS M body measures 109x67x33mm and weighs 298g with battery but no lens. In comparison Sony's NEX-5N (which also shares an APS-C sensor) measures 111x59x38mm and weighs 269g with battery, making it shorter but a tad thicker. Panasonic's GX1 measures 116x68x39mm and weighs 318g including battery, making it a little wider and thicker. The Olympus E-PL5 measures 111x64x39mm and weighs 325g including battery, and is the only one of the group to include built-in stabilization.
Just for the record, Sony's Cyber-shot RX100 measures 102x58x36mm and weighs 240g with battery, making it smaller and a little lighter overall, and impressively that includes its built-in 3.6x optical zoom that's equivalent to 29-105mm. For completeness I'll finally add that Canon's own PowerShot G1 X measures 117x81x65mm and weighs 534g with battery, making it noticeably chunkier and heavier than all the models above even with its smaller sensor, although it includes a 4x / 28-112mm equivalent optical zoom.
While Sony's RX100 is undoubtedly a miracle of miniaturization, the figures above should tell you the EOS M is roughly the same size and weight as its interchangeable lens peer group when comparing bodies alone. But of course a camera without a lens only tells half the story and bigger differences emerge when you mount your optics. Canon launched the EOS M with just two native lenses, a 22mm f2.0 pancake (61x24mm, 105g, 15cm closest focusing, non-stabilized) and an 18-55mm f3.5-5.6 IS zoom (61x61mm, 210g, 25cm closest focusing distance). So fit the pancake and the EOS M becomes 57mm thick and 403g, and fit the zoom and it'll become 94mm thick and 508g."
http://www.cameralabs.com/reviews/Canon_EOS_M/