So, what is a paradox? What is the difference between a paradox and an oxymoron?
A paradox and an oxymoron are similar. A paradox is a statement or event that seems to contradict itself although it is, or can be, true. A paradoxical statement defies intuition.
Although there are no fast rules that distinguish between the two (several sources I referenced for this post consider the words paradox and oxymoron synonyms), there are discernible differences.
A paradox is a statement or even a paragraph that describes a contradiction whereas an oxymoron is a combination of contradictory terms, usually just two words (go here for a list of oxymoron examples).
One of my favorite literary examples of a paradox is from George Orwell’s Animal Farm: “All animals are equal, but some are more equal than others.”
Sources: Literary terms and definitions, DifferenceBetween.net, CliffNotes.com