Technically yes, but there are subtle differences in cognac and brandy. It's similar to the difference between champagne, which only comes from the Champagne region of France, and other sparkling wines. There is a difference in taste (to me anyway). Cognac only comes from the Cognac region in France. If you are a conossieur, you can easily tell a difference between Courvoisier cognac (sweeter and with more body) and a Remy Martin or Hennesy brandy, which are definitely stronger-tasting and less sweet.
The fact that Cognac is a brandy has nothing to with the way it tastes. Cognac is a brandy because of the way it is made. The same reason Champagne is a sparkling wine; the same reason Bourbon is a whiskey; etc., etc., etc.
Sorry to go soo far off topic...