Not only does the color of this particular watercolor pigment vary from brand to brand but so does the spelling of the name. Some would even say it's not even a gray at all. MaimeriBlu's Payne's Grey leans more to the blue side, it's a very deep dark blue. Winsor & Newton's Payne's Gray also leans to the blue side but with a slight almost teal undertone in the right light making it a bit warmer. M. Graham's Payne's Gray is the most neutral gray of the three.
Although the hue changes, the spelling changes, Payne's Grey is definitely a color with a huge value range. It can go very dark to very light with a wide range in between.
With watercolor, it is easy to swap brands, your palette does not need to be entirely one brand. If you prefer the shade of Payne's Grey in one brand it will mix well with other brands. Just always make sure you're painting with artist quality paints.