I am no expert on screws. When I go buy some, I'm typically handed screws that have a silvery color. I have never asked about the metal composition. Still, occasionally I notice you can also get sets of black/dark-gray colored screws, like these:
and that they're intended for use with drywall.
I'm assuming the color is not just a coat, and that they're indeed made from some other amalgam/material than your typical silvery screws. Are they also (significantly) weaker, for a given diameter? e.g. do their heads break off more easily? Does cam-out remove more of their material than regular screws?