Colossus has been documented as stronger than the Thing, both durability-wise and strength-wise.
In the "Secret Wars" story arc, an injured Colossus can be seen catching the heroes star ship as it plummets towards the ground.
The Ultimate Colossus has also been know to stop trains in their tracks:
In an explosion designed by Dr. Doom, Marvel's strongest superheroes were killed. Among them were Colossus, Thor, the Thing, and the Hulk. Captain America's shield was even broken. Colossus was revived by alien means due to the fact that he was significantly less damaged than everyone else.
In the movies, the Thing struggles with pulling a fire engine while Colossus has been seen throwing Wolverine (an around 300 lb person) for a very long distance.