EOS R photos look different in Photoshop

[KGgraphy]

Canon R series photos do not display as per the profile set in the camera when opened in Photoshop.

[kvbarkley]

Raw or JPEG?

If this is just an dRGB/AdobeRGB thing, note that the canons do not embed the profile in the file, so you may have to tell Photoshop what profile you have.

[p4pictures]

By default Adobe apps open a RAW image and apply their own Adobe Color profile to the image. They ignore the Picture Style info that is present in the RAW image. You can change this, and have Adobe pick up the info from the RAW image and apply their own version of the nearest Picture Style to the preview they show you, however it is not the exact same as how it looks on camera or in Canon DPP.

For example if I set my camera to Monochrome Picture Style, Adobe opens it as a colour image. Even with Adobe set to use the camera defaults if I set the camera to Fine Detail picture style then Adobe applies "Adobe standard" profile. 

For a RAW file the camera being set to sRGB or AdobeRGB is not important since the RAW has more colour space than both of those and it depends on what you want to make when you process it. The filename will have an underscore as the first character if the camera is set to AdobeRGB though.