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The Blue Ox is a creature with origins in North American legend and folklore, specifically that of the United States and Canada. It appears solely in the legend of the Giant Paul Bunyan, as his pet named "Babe".
Otherwise, it is unknown whether the Blue Ox is a species native to Earth, or if they arrived on Earth by some magical, supernatural or alien means.
Physically, a Blue Ox appears similar to any normal ox. However, two exceptions make it quite distinct. For starters, its hair is a deep blue; obviously, its blue color is the source for the breed's name.
Though, the Blue Ox is also gargantuan in size. It is believed they can range in size from twenty to fifty feet tall at the shoulder. Some variations of the Paul Bunyan story even rumor that both Paul was one hundred feet upright, and Babe was one hundred feet at the shoulder!
As befitting creatures of their size, not much is able to frighten Blue Oxen. A great deal of the world's business takes place beneath its range of vision, which means that for the most part, they can graze and roam about in peace. The shouting and attacks of smaller creatures do little even to gain its attention, let alone startle it.
In fact, if the Paul Bunyan legend is any indication, a Blue Ox is even so docile, that it can be taken as a pet, by one large enough to try. Should a large enough threat arise to threaten them, though, it is safe to assume that Blue Oxen would to as any other oxen do; stampede in fear, and if cornered, attempt to fight off their pursuers.
The enormous size of a Blue Ox makes it incredibly strong, tough and durable. Its stomp alone could easily pass for the roar of thunder, or even an earthquake. Likewise, its lowing call could easily blow back foes, or even deafen them. They also possess horns, with which to gore foes, and hooves, with which to stomp and kick.
In other words, they possess all the abilities of a typical ox, amplified to giant size.