Different varieties of corn can turn color, depending on the hybrid, the maturity and the sweetness the kernals contain. I suspect you have a variety that will simply turn red. Some turn brown instead. Remember that natural corn includes varieties that are light red, maroon, and even dark blue. Some that are mostly yellow when picked will turn another color when heated.
My own favorite here in Miami is a variety that has half yellow and half white kernals. When not too mature, it is incredibly tender and sweet.