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In page Jet engine:

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As can be seen in the following table, rocket engines generally achieve much higher thrust-to-weight ratios than duct engines such as turbojet and turbofan engines. This is primarily because rockets almost universally use dense liquid or solid reaction mass which gives a much smaller volume and hence the pressurization system that supplies the nozzle is much smaller and lighter for the same performance. Duct engines have to deal with air which is two to three orders of magnitude less dense and this gives pressures over much larger areas, which in turn results in more engineering materials being needed to hold the engine together and for the air compressor.[citation needed]