The OP's intent is not clear, but if the purpose of the question is how to create an array that is Comparable - since it's an interface that array does not implement, and since array cannot be overridden - it's simply not possible.
However, one can use a Comparator for a specific type for the purpose of comparing two instances of that type.
Most of the classes in Google Guava's com.google.common.primitives package have a static lexicographicalComparator() method returning a Comparator for arrays of the primitive type the class handles.
Guava currently does not have a similar solution for Object arrays, but if you can use an Iterable instead the static Comparators.lexicographical(Comparator) or the Ordering.lexicographical() on an existing Ordering might help.
Following what I understood as the OP's intent, let's assume we have two arrays:
String[] arr1 = {"A", "C", "J", "O", "Z"};
String[] arr2 = {"A", "C", "J", "O", "X"}; // different last element
We can now compare these two arrays using Ordering.lexicographical():
int comparison = Ordering.natural()
.lexicographical().compare(Arrays.asList(arr1), Arrays.asList(arr2));
The result will be positive, since arr1 is considered greater than arr2, because the first element in arr1 that was not equal to its corresponding element in arr2 was greater according to Ordering.natural().