Optical resonators are used for the realisation of ultra-stable frequency lasers. The use of high reflectivity multi-band coatings allows the frequency locking of several lasers of different wavelengths to a single cavity. While the noise processes for single wavelength cavities are well known, the correlation caused by multi-stack coatings has as yet not been analysed experimentally. In our work, we stabilise the frequency of a 729 nm and a 1069 nm laser to one mirror pair and determine the residual-amplitude modulation (RAM) and photo-thermal noise (PTN). We find correlations in PTN between the two lasers and observe coherent cancellation of PTN for the 1069 nm coating. We show that the fractional frequency instability of the 729 nm laser is limited by RAM at 1 × 10−14. The instability of the 1069 nm laser is at 3 × 10−15 close to the thermal noise limit of 1.5 × 10−15