Shazam!: Fury of the Gods is all about the relationship between the Shazam Family and the Greek and Roman gods and heroes who give them their powers - some of whom have played significant comic book roles in the DC Universe.
Helen Mirren's Hespera leads her fellow Daughters of Atlas in trying to reclaim the aspects of their divinity that were bestowed on the Shazam Family by the Wizard when he first gave Billy Batson his powers. Hespera is joined by Lucy Liu's Kalypso and Rachel Zegler's Anthea, all of whom, though based on characters from mythology, are original to DC lore with no real connection to comic books.
However, the Greek and Roman pantheons do have a place in DC lore similar to that of Thor and the Asgardian gods in the Marvel Universe - including a direct connection between the titan Atlas (as in the father of the Daughters of Atlas) and Superman.
In terms of the Greek and Roman gods, both have DC comic book histories. The six Immortal Elders who grant Shazam his magic word acronym are all based on gods and heroes from mythology:
Notice that Atlas himself is in there - undoubtedly part of the motivation for the Daughters of Atlas in the film.
And of course mythical Olympians such as Zeus, Hera, Artemis, and Ares have all had an ongoing presence in the Wonder Woman mythos, with Ares appearing as the villain of the first Wonder Woman movie.
While the Daughters of Atlas are an original concept for the movie, Atlas does have a comic book counterpart in the DC Universe, one who is mostly associated with Superman.
The mythical version of Atlas, who holds the heavens on his shoulders, first appeared in 1944's Superman #28 in a story where Superman and Hercules each had to hold up the heavens themselves. This beat
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