They both help to relieve pain but they work in different ways.
Oxycodone belongs to a class of drugs called narcotic analgesics. It works by blocking pain signals in the brain and spinal cord and is used to treat moderate to severe pain.
Diclofenac belongs to a class of drugs called non steroidal anti inflammatory drugs (NSAID's). It works to relieve moderate pain by reducing inflammation.
Oxycodone can give you are feeling of euphoria and well being (and hence is often abused), diclofenac will not.
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