If you shave your beard or head, the hair comes back faster, thicker, and coarser

"If that were true, we'd have a cure for male pattern baldness," said Dr. Aaron Carroll of Indiana University and co-author of "Don't Swallow your Gum: Myths, Half-truths and Outright Lies About Your Body and Health" (St. Martin's Griffin. 2009)
Stubble may look darker and coarser because it has not yet been exposed to sun and other wearing elements. Once it grows in, it looks identical to the hair that was shaved away, Caroll said.