This black beetle commonly called a stinkbug is actually in the genus Eleodes, and are known as pinacate beetles  

The ubiquitous stink bug! This black beetle commonly called a "stinkbug is actually in the genus Eleodes, and are known as "darkling" or "pinacate beetles," and colloquially as "stinkbugs" or "clown beetles." 

Stinkbug refers to the malodorous secretion emitted from the insect’s rear end. Clown beetle alludes to the habit of these beetles to do a "headstand" when threatened.

Black Beetle info from: http://www.desertusa.com/