(High) Heat Capacity
Heat capacity is the amount of heat needed to raise the temperature of a substance by 1 unit degree (Celsius, Kelvin, Fahrenheit, Rankine).
Water has a relatively high heat capacity, which means that it would have to absorb relatively large amounts of heat before it could actually have a large change (i.e. increases) in temperature. Conversely, it would have to give off a lot of heat in order for it to cool down.
The heat capacity of 1 gram of water is 4.184 Joules/°C, which means that 1 gram of water needs 4.184 Joules of heat to increase its temperature by 1°C. In comparison, 1 gram of copper only needs 0.385 Joules to raise its temperature by 1°C, which means that copper heats up by about 10 times more than water when subjected to the same amount of heat.