You can do it with drivers - though not on the colour directly. Choose one of the objects to have the master colour. This is the one that you will edit. Click on the colour to pop up the colour editor. Right click over the Red value and copy as new driver. Go to the target object, click the colour, right click over the red value, and paste driver.
Repeat for the green and blue channels.
Now, whenever you modifier the colour of the master, the other will change as well.