ΔE 7.8, close: similar, with a visible difference side by side. Brigade Grey is a little lighter, more muted than Melancholic Grey.
Usually, if you are not matching paint already on the model. Close match (ΔE 8). Brigade Grey is a little lighter, more muted than Melancholic Grey.
The same difference applies the other way round: Melancholic Grey is a little darker, more saturated.
ΔE is the colour difference between our two swatch estimates: under about 6 is close, over about 15 is loose. Real paints also differ in finish, coverage and how they thin, so test before you commit.
See Melancholic Grey on the colour wheel See Brigade Grey on the colour wheel
All matches: Melancholic Grey equivalents · Brigade Grey equivalents