I just got my Roxanne's and I own SE846.
Sound quality wise they both sound wonderful.
Plenty of bass on both models, but Shure bass is a little clearer.
Treble is good and sparkly on both models.
I like the mids better on Shure, though. They sound more lush.
Soundstage and instrument separation is about the same.
Shure is very comfortable but stick out of the ear a little.
Roxanne's are obviously much bigger, but very comfortable nevertheless. And they don't stick out of the ear. They just go deeper in.
Build quality is very good on both models.
I love the Roxanne's cable connectors (the only problem is the collars, one of the is already broken). But it will be fixed by JHA vey soon.
I hate the Shure connectors and how the easily rotate. I got the aftermarket cable and sometimes the sound is cutting off because of that.
I am using Sony ZX1 loaded with ALAC and WAV files as the source DAP.
I love them both and I'll keep them both for sure.