Final answer:
Caramel is the natural colorant added to cola beverages to provide a range of brown tones, while the other options listed are not used as colorants.
Step-by-step explanation:
The natural colorant that would be added to a cola beverage is Caramel. Sodium benzoate, while it is a food additive, is not used for color, but rather as a preservative to inhibit the growth of microorganisms. Caffeine is a stimulant added to some beverages for its psychoactive effects. Vanillin is a flavor compound derived from vanilla beans that provides a vanilla flavor, not color. Caramel coloring is created by a controlled heat treatment of sugar, which can be used to provide a range of brown tones in foods and beverages, including cola. This process makes caramel a suitable and popular choice for coloring cola naturally.