We study the masses and radii of 65 exoplanets smaller than 4 R sub(+ in circle) with orbital periods shorter than 100 days. We calculate the weighted mean densities of planets in bins of 0.5 R sub(+ in circle) and identify a density maximum of 7.6 g cm super(-3) at 1.4 R sub(+ in circle). On average, planets with radii up to R sub(P) = 1.5 R sub(+ in circle) increase in density with increasing radius. Above 1.5 R sub(+ in circle), the average planet density rapidly decreases with increasing radius, indicating that these planets have a large fraction of volatiles by volume overlying a rocky core. Including the solar system terrestrial planets with the exoplanets below 1.5 R sub(+ in circle), we find rho sub(P) = 2.43 + 3.39 (R sub(P)/R sub(+ in circle)) g cm super(-3) for R sub(P) < 1.5 R sub(+ in circle), which is consistent with rocky compositions. For 1.5 < or =, slant R sub(P)/R sub(+ in circle) < 4, we find M sub(P)/M sub(+ in circle) = 2.69(R sub(P)/R sub(+ in circle)) super(0.93). The rms of planet masses to the fit between 1.5 and 4 R sub(+ in circle) is 4.3 M sub(+ in circle) with reduced chi super(2) = 6.2. The large scatter indicates a diversity in planet composition at a given radius. The compositional diversity can be due to planets of a given volume (as determined by their large H/He envelopes) containing rocky cores of different masses or compositions.