What candle burns out first an oil candle or a wax candle?

Generally more energy is in a solid versus a liquid, so a wax candle will have more energy than an oil based candle which means the solid wax candle will burn out last over the oil one. Actually, I can't think of a case where the reverse is true. And btw, wax candle has around 42 kJ/g with oil candle being around ~30 kJ/g (type of oil will make a difference here).
tho' i agree with most of the above, the most important part of any candle is the oil/oil byproduct/animal fat or beeswax that it is made from! a wax candle will NOT burn until it heats up enough to dissolve into an oil - which occurs between 140-160 degrees! therefore, an oil candle and a wax candle burn out at the same time!