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The Cayenne pepper. is a bit milder, rating at 30,000 to 50,000 Scoville units. They're named after the French Guiana city of Cayenne. I'm sure you're familiar with the Cayenne pepper; it's ground and sold as a pretty common spice.
All these cayenne powders are great for you. These cayenne pepper powders range from the 35,000 SHU to 160,000 SHUs so while there's a range of colors, there's also a range in heat and the consequent capsaicin as well. The color is not an indicator, though, of capsaicin.