I always thought that navy blue was darker. Although, I thought they were originally supposed to be the same color. Something about the story was the Navy distinguishing the blue in their uniforms. Hence navy blue.
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I guess it depends on who's scale of blues you are using. According to Wikipedia (which we all know is always right ), Navy blue is darker than dark blue but not quite as dark as say Federal blue or Duke blue.
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Duke blue doesn't appear that dark. At least not on their uniforms anyway. Cowboy blue, Brewers now blue (not old school uniforms), of course Navy blue are all darker that Duke Blue Devil blue.
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Found this chart under the "X11 Color Names" section....looks like "Dark Blue" is a just a tad lighter than "Navy" with Midnight Blue being the darkest....