Capri Blue Candles where fashion meets fragrance. Capri Blue wax consists of mostly soy wax with a small amount of food-grade paraffin. This formula has been finely tuned to give the ultimate fragrance experience. While soy wax is highly sought for it's sustainable and natural characteristics, adding paraffin to the wax helps provide a longer burn time as well as provide a more fragrant experience than a 100% soy candle would.