Below you can see the front-view size comparison of the Nikon D5200 and Olympus E-M10 III. The Olympus E-M10 III is clearly the smaller of the two cameras. Its body is 7 mm narrower, 14 mm shorter and 28 mm thinner than the Nikon D5200.
The chart below depicts how two cameras compare with average dimensions of the cameras in their class.