somewhere theres a chart which shows weight of various materials when submerged - it was to illustrate what materials might be best for use as a mooring. i seem to recall that concrete was among the worst materials, lead the best. of course lead is a whole lot more expensive.
my personal best would be a couple of engine blocks with the chain run through an open cylinder in the block. but getting it out to the mooring field would be more than i could personally handle.
if someone has too much time on their hands (i don't, i'm retired) maybe they can google up the chart...