Nah, they're about the same. Note that Ulamog, the Infinite Gyre doesn't have trample, so its power doesn't mean much (until you run out of permanents). Darksteel Colossus is also not legendary, so you could conceivably have four running at once!
With either one, if it gets out and you don't have a way to exile it or keep it from attacking, you're f'd.