Eh, Ta2, wouldn't you be more surprised if the two different steels, both coated with the same stuff (aluminized), DIDN'T look the same?
There are chemical spot test kits available that can distinguish between cold rolled and 409 stainless and 29-4C. Koslow, SSL, and others make them here in the States, and I'm certain other vendors exist elsewhere. Yet you'll have to remove the aluminized layer from where you are going to test, of course- and the small mark that is left may make some folks feel it is not quite non-destructive. These chemical test kits probably run in the hundreds of $, rather than tens or thousands, to give you an order of magnitude feel for the price. All depends on what you want, as always.
You can also go to electrospark spectrographs, or x-ray fluorescence analyzers. These cost thousands to tens of thousands of $. Different beasts altogether.