The character was originally created in 1940 for the long-defunct publisher Fawcett Comics, who ceased publication of their Captain Marvel in the early 50s under legal pressure from DC Comics, who claimed the character infringed on Superman. In 1967, while that Captain Marvel was still in publishing limbo, Marvel Comics created their own character with the name of “Captain Marvel,” and trademarked it. So when DC eventually gained the rights to publish former rival Fawcett’s Captain Marvel, they couldn’t call him that on the covers of any books featuring him.
Instead DC has focused on “Shazam,” which is both the name of the ancient wizard who granted young orphan Billy Batson the magical ability to transform into the Superman-like Captain Marvel and the magic word by which the transformation is affected. So DC’s 1970s revival was titled simply Shazam!, and over the years we’ve seen books entitled The Power of Shazam, Shazam: The Monster Society of Evil, The Trials of Shazam, Billy Batson and The Magic of Shazam and now, of course, Johns and Frank’s upcoming Curse of Shazam.