Liquid hydrogen has a density of 71 kg/m^3, water is at roughly a thousand, so it's 14 times denser. They both have 2 hydrogen atoms per molecule and water molecules are 9 times more heavy than H2, so in water there's just more molecules per unit of volume.

Between water molecules there's a much stronger attractive force than between hydrogen molecules, so they are pulled much closer together. So much that liquid water is famously even denser than ice.