Based on the Wikipedia link, I'd bet that White noise would be the loudest since it contains the highest power over the entire frequency range where all the other noise variants trim it down. If you adjust to equalize the total power in the noise then they're all technically the same although depending on the listeners ability to hear high and/or low frequencies certain noises may sound louder to certain listeners.
I find the Red/Pink to be the most soothing while the Blue/Purple are the most unsettling. White and Grey sit somewhere in the middle.