Sulphur can form S₂, S₆, S₈ and Sn but oxygen forms only O₂ and O₃. This is due to

small size the lone pair of electrons on oxygen atoms repel the bond pair of O-O bond to a greater extent than the lone pair of electrons on the sulfur atoms in S-S bond....as a result S-S bond (bond energy=213 kj/mole)is much more stronger than O-O(bond energy = 138 kj/mole)