Colour-magnitude diagrams form a traditional way of presenting luminous objects in the Universe and compare them to each other. Here, we estimate the photometric distance of 44 transiting exoplanetary systems. Parallaxes for seven systems confirm our methodology. Combining those measurements with fluxes obtained while planets were occulted by their host stars, we compose colour-magnitude diagrams in the near and mid-infrared. When possible, planets are plotted alongside very low mass stars and field brown dwarfs, who often share similar sizes and equilibrium temperatures. They offer a natural, empirical, comparison sample. We also include directly imaged exoplanets and the expected loci of pure blackbodies. Irradiated planets do not match blackbodies; their emission spectra are not featureless. For a given luminosity, hot Jupiters' daysides show a larger variety in colour than brown dwarfs do and display an increasing diversity in colour with decreasing intrinsic luminosity. The presence of an extra absorbent within the 4.5{mu}m band would reconcile outlying hot Jupiters with ultra-cool dwarfs' atmospheres. Measuring the emission of gas giants cooler than 1000K would disentangle whether planets' atmospheres behave more similarly to brown dwarfs' atmospheres than to blackbodies, whether they are akin to the young directly imaged planets, or if irradiated gas giants form their own sequence.