Blue is more powerful than yellow, and both are more energetic than red. But those bands of energy are only the colors we can see. The colors of the rainbow, collectively called the spectrum of light, are a small part of the larger electromagnetic spectrum. Light sits more or less in the middle of this spectrum. The mostly invisible bands of energy to each side are either more or less powerful than visible light.
Infrared radiation is slightly less powerful than red light.
Still, it will cook you if enough of it strikes your body. We can't see it, but we can feel it as heat. Radio waves are even less powerful, but they pass nicely through Earth's atmosphere, making them quite handy for communication. If you lie out in the sun too long, you will discover firsthand that ultraviolet energy is more powerful than blue light. The ultraviolet range of the electromagnetic spectrum causes our skin to burn if we are bathed in sunlight too long.