Similar to Wailord from the last post, there are other ridiculously disproportionate Pokemon. Although it has a bit of an excuse as being from a world where physics as the Pokemon's world knows them don't really apply, Cosmoem takes the cake as being both the heaviest AND smallest Pokemon, coming in at 999.9 kg and .1 m (roughly a ton and 4"). Given that it's design is essentially a perfect sphere surrounded by several flat plates, to make calculations simple, I'm going to assume the vast majority of its mass is in the spherical portion of the design, which is about half the total height. This gives Cosmoem an estimated mass (in the sphere) of 6.5x10-5 m3, and a density of approximately 15.4 million kg/m3.
Lets compare this to a black hole. Using its Schwarzschild radius (or Event Horizon) to calculate it's volume, it's possible to get an approximate density of a black hole. Borrowing somebody else's calculations for a galaxy sized black hole, the approximate density is 200 kg/m3. This would imply that Cosmoem is, in one vein of thought, a self contained black hole, considering there are no known objects in nature that can achieve a density that high aside from aforementioned black holes.
As a final thought, let me also mention that there is no way Lillie should have been able to pick Cosmoem up in game, and that's just from a weight perspective.