Advantages of paraffin wax • Paraffin petroleum wax is easy to dye with all types of candle dyes. • All candle-making fragrance oils work well in this natural paraffin wax. • All additives are available to work in the organic paraffin wax. • Paraffin wax cost less than candles made with other waxes. Disadvantages of paraffin wax Paraffin-based wax is a non-renewable resource and is not available to be biodegraded.