Your example is better described as an oxymoron--that is, a juxtaposition of two opposites. Other oxymora are clearer--e.g., jumbo shrimp, bittersweet--but nonetheless the example shows the terse pairing endemic to the trope.
A paradox usually is more lengthy, and is built on irony as well as opposition. For example, 'Our losing our first five games is the best thing that could have happened to us.' This seems to be contradictory, but upon reflection resolves itself: the five losses forced the team into introspection, challenged them, caused the uncomfortable conversations that led to unity and spiritedness.