Furnace slag usually has a specific gravity (density relative to water) of around 3... about the same as non-vesicular basalts and rather higher than sedimentary rocks which are usually around 2.5, or igneous rocks such as granite at around 2.6
Slag can also have significant amounts of native metal, depending on its origin, that pushes up the specific gravity even more. Clinker may be around the same value but often has a lot more vesicles that can push the apparent specific gravity downwards (because the vesicles are just trapped gases that create a sponge-like structure).