Since I compared the
The Bigger Bad is the most evil guy in the setting, but he's really kinda beyond the scope of the plot. That's the Emperor in the original Star Wars film (he never shows up, but Tarkin and Vader are running the show in his name), and Thanos in Guardians (we see him, but he personally does nothing).
The Big Bad is the primary villain of the story, the one with the plan that the heroes need to stop. Tarkin in Star Wars, Ronan in Guardians. Usually - not always (think Blofeld, or Vader in Empire) - the Big Bad will be killed off at the end of the story.
The Dragon is the Big Bad's greatest asset, either the biggest or second-biggest physical threat to the heroes (depending on how physical the Big Bad is - that's one difference between Tarkin and Ronan). Vader in Star Wars, Nebula in Guardians. (They both happen to be cyborg pilots with familial connections to one of the protagonists, but that's just a coincidence.)