Designer's Guide Results
The following is a list of materials, selected and ranked per your specification.

MaterialDensity
Tungsten Carbide12 gm/cc
Zirconia-TZP6.04 gm/cc
Cubic Zirconia5.92 gm/cc
Zirconia-PSZ5.75 gm/cc
Titanium DiBoride4.44 - 4.52 gm/cc
Zirconia Toughened Alumina (ZTA)4.1 - 4.38 gm/cc
Sapphire3.97 gm/cc
Alumina 99.9%3.93 gm/cc
Alumina 99.5%3.88 gm/cc
Alumina 94%3.7 gm/cc
Steatite3.7 gm/cc
Reference Materials
Stainless Steel7.9 gm/cc
Tool Steel7.5 - 8 gm/cc
Diamond3.51 gm/cc

All properties values are at room temperature unless otherwise noted. Engineering data are representative, and are not intended as absolute nor warrantable. Data shown is blended from multiple sources and therefore illustrates the marketplace. The relative rankings are approximate and are based on representative values if the particular material has a range of values for a given property.

Wikipedia Definition(s) :  Density;

Check Different Properties

Please Note:  This Designers guide is compiled of materials currently machined by Insaco and a few others included for reference.