Well, starting things off, they aren’t very similar Pokémon. You could use both effectively on the same team. Both can be Special Attackers, and PX pointed out to me that they can both be Nasty Plot sweepers, but really, that’s where their similarities end.
Now, for a basic comparison of them. Zoroark commonly runs Nasty Plot + Night Daze, sometimes with Sucker Punch for priority. It uses Focus Blast, Extrasensory, and Flamethrower for coverage. Choiced variants like to pack U-Turn. It is a gimmicky Pokemon, and Illusion can make or break you. Lucario, on the other hand, relies on set up to deal damage. Calm Mind, Swords Dance, and Nasty Plot are all options. It can also run mixed sets. Meteor Mash, Close Combat, Extreme Speed, Aura Sphere, HJK, Bullet Punch, and Flash Cannon are all decent moves for Lucario. As you can see from that, Lucario has a pretty deep move pool both on the Physical and Special side.
One of the cool things about Zoroark is that it can disguise itself. PrimalKyogre pointed out that this works well if you get it to look like a Toxicroak. The threat of Poison STAB scared away Fairies, the 4x weakness to Psychic works well with Zoroark’s dark typing, and Toxic won’t be coming it’s way due to it being disguised as a Poison type. Lucario, on the other hand, is immune to flinching with Inner Focus, gets +1 speed after flinching with Steadfast, or an Attack boost from being hit by a dark move with Justified. Basically, Lucario has more options for an ability and Zoroark’s one ability can be really good, or fail miserably (like if you take incorrect damage from Stealth Rock).
So, really, I wouldn’t bother comparing them. If you like them both, they are pretty different and can be placed on the same team. Or, if you have only one slot, just choose whichever one fits your team better.
Hope this helps! :)