Prison uniforms can have different colors depending on different crimes/roles in the US.
Different color designations are commonly used to indicate the status of the inmate. The uniforms may be in plain colors or horizontally striped black or white.
In some cases the following color code is used
Dark red: supermax, or "worst of the worst"
Red: high-risk
Orange: medium-risk
Khaki or yellow: low-risk
White: segregation unit or in specific cases, death row inmates
Green or blue: low-risk inmates on work detail (e.g. kitchen, cleaning, laundry, mail, or other tasks)
Black/orange and white stripes: unspecific, commonly used for any status in some prisons
Pink: used for special punishment in some prisons
Wikipedia
As I recall, Fisk is a "white collar" criminal aand although he's crime boss he'd be considered Medium Risk
Frank Castle on the other hand, is a violent mass murderer.