Comment by adrian_b

Indeed.

There are many texts written in the Greek or Roman antiquity that compare the religions of various nations known to them, i.e. which compare their beliefs about their "gods" and their methods for worshiping or for praying.

There are entire books written about such subjects, e.g. "De natura deorum" ("The nature of gods") by Cicero.

The ancient people usually did not have a precise word with the definite meaning that "religion" has today, mainly because religious practices were intermingled with most of their daily activities, so there was not a very clear separation between religion and other things.

For example, a treatise on agriculture, besides explaining how to prepare the soil and how to select the seeds for sowing, would also give the text of a prayer that should address a certain god before or after the sowing, so that it will be successful. Similarly for any other activities where divine help was believed to be necessary.

Nevertheless, they had the concept of religion and they were able to distinguish things that were related to gods from unrelated things.