That depends in the substrate. Stucco is just a “veneer” of cement. The substrate is usually plywood or CMU. Sometimes it’s rigid foam insulation panels. I never had any luck with those blue screws – partially because I don’t have a decent hammer drill, but also they tend to break in concrete like Madts said. I always use lead anchors or hilti steel anchors. The lead ones are becoming more expensive now. Recently I spent over $100 on fasteners (lead anchors and screws only) to install a wall mounted handrail. I only bought 20 screws and anchors. Fortunately I was reimbursed because I had no idea it would be so expensive. But they work like a charm.
Losing fingers since 1969