Just like men, all LEDs have been made different.
Practically, that means two different LEDs (one green and one yellow for instance) will have different brightnesses (more precisely, luminous intensities) when they are traversed by the same current (forward current).
LED luminous intensity is a function of the current that traverses it (among other factors).
If you want the same brightness for those 2 LEDs, then you'll have to:
- Get both LEDs datasheets (should be a couple of A4 pages for each)
- Find the luminous intensity/forward current function curve in each
- Determine which brightness you want for both
- Deduce the current for each
- Calculate the resistor value to get that current for each
Then you will have to use two different resistors values in your wiring, based on calculations of step 5.
Simpler, you could just replace one of your 2 resistors with one small pot that you can use to tune brightness of the second LED until it fits brightness of the first one.
Be careful with pot manipulation though, as a 0 resistance would probably grill your LED (and potentially the Arduino pin it is wired to).