Peacocks aren't a separate species!
A peacock is actually a male Indian Peafowl, while the female is a peahen. The fowl originates from South Asia, but has been introduced in other countries. The male peacock, is decorated and beautiful to attract the female, peahen.
On the other hand, the peahen is dull and brown in color, nothing like the male. Their loud calls often are to indicate a predator. They forage on the ground in groups, but nest up in the trees.
The peafowl is celebrated in both Indian and Greek mythology.
