Rocks vary significantly in density due to differences in their composition and histories. According to Andrew Alden, writing for About.com, sedimentary rocks tend to be less dense than igneous rocks of the same mass. Whether or not a rock is small has no bearing on density without a set mass.
The density of a rock can be expressed as its specific gravity. This is the density of the rock relative to the known density of water. Some rocks, such as coal, have very low specific gravity and are only 1.1 to 1.4 times denser than water. Others, such as peridotite, can have densities over three times that of an equivalent volume of water.