Ethylene glycol (ethan-1,2-diol) has two OH groups whereas ethanol (ethan-1-ol) has only one OH group attached to it. So ethylene glycol can form twice the no of hydrogen bonds as compared to ethanol and hence its density is higher. Also it can be said that formula of ethyl alcohol is C2H6O whereas of ethylene glycol is C2H6O2 which means, mass of ethylene glycol is more than that of ethyl alcohol. Since density is proportional to mass, it is higher for ethylene glycol.