Whether it actually ever existed or not, I always hear people say the Brazen Bull was made of bronze. Even Wikipedia says that, giving an alternative name as the Bronze Bull. But brazen means made of brass, not of bronze, so I am not sure whether the term is a misnomer, if there are multiple differing accounts, or if it was actually said to be made of brass and not bronze.
It could be either. The term bronze didn't exist in English until the 1600s; prior to that there was only brass, which was used for copper alloys with either tin or zinc. Brass goes back to Old English bræs (ca. 1000 CE).
In ancient Greek, all copper alloys are covered by the term χαλκός, which may be translated either 'copper', 'bronze', or 'brass'. Actually 'gunmetal' would be a truer translation, because ancient copper alloys typically contain both tin and zinc ... but 'gunmetal' isn't a very fashionable word.
It's most common to translate χάλκεος, the word used by our Greek source for the 'brazen bull', as 'bronze', because ancient copper alloys tend towards bronze rather than brass. But it's a bit of a false distinction. The proportions of zinc and tin varied in different places and periods, partly depending on availability, partly on the nature of the copper ore, and partly on the purpose of the metal object: bronze was standard for tools and weapons, brass was sometimes preferred for coins.
I note that 'brazen bull' was the conventional phrase until the early 1900s, but since then 'brazen bull' and 'bronze bull' have been used with similar frequency. 'Copper bull' had a small vogue around 1930, but never took off.
Which copper alloy would be preferable for making a 'brazen bull' is probably a question best directed at a modern metallurgist!