Shazam is DC (after buying him out from either Fawcett or Charleston Comics). He was the original Captain Marvel, a Superman pastiche. And a popular on at that, so DC bought out the comic company and shelved him for a long time. Fans clamored for him over and over so they brought him back I believe in the 80s post Crisis of Infinite Earths, where all major adjacent timelines and universes merged, bring the JSA and the JLA together, etc. He's now Shazam just to not have to deal with Marvel's ish anymore. Which is stupid, but I really like the new 52 reboot from 6 years ago. It just... worked. I think the movie coming out next year is a near direct copy of that from what I've seen in the trailer.
Marvel in the 70s came up with a Kree warrior named Captain Mar-Vell, or Captain Marvel, who died of cancer. Carol Danvers, a air force pilot was imbued with his powers somehow and became Ms. Marvel, then Warbird, then Binary, the Ms. Marvel again. Part mutant, part human, part Kree, Marvel decided 5 years ago to make her a flagship character and Captain Marvel as "tribute" to Mar-Vell, completely changed how she was presented, carried herself, etc, and it hasn't done as well as they hoped. She's already on her 6th or 7th reboot series, and most people just don't care. Fans would rather have had Black Widow become the flagship female character thanks to Scarlet Johansson's portrayal of her. There was hopes it would bring in a new market, but alienated an older one, which seems common for Marvel these days. Nonetheless, they can since they are raking in huge money from the movies so they can make sacrifices to the comics gods, no one really buys comics anymore anyway.
SKRULLS! I'll be there. Don't know much of the character, but it looks like a lot of fun. Marvel has done some great things with other characters I either know nothing about or don't care for, so I'm optimistic.