Both are in the England squad this week.
"Theo is a brilliant player, so I don't really mind getting compared to him," Oxlade-Chamberlain said.
"He really helps me out a lot and has done ever since I stepped into Arsenal and coming away with England.
"This season he has been really good for Arsenal, scoring a lot of goals, which is what I am trying to add to my game, so I can learn from him in that sense.
"But I don't really look at it in terms of what he has done and what I am doing, I just focus on what I need to do to achieve the goals I set for myself."