Oh, I highly doubt Colbert is a Christian, as he uses his monologues entirely in satire. In fact, I saw one of his interviews. He started talking to a scientist with (warning; you won't like this, but it's just a quote):

"Okay, I believe the bible is completely and 100% accurate, and
that the earth was created in six days. Let's have a reasonable conversation".

He uses Christianity in satirical format.

As for Stewart, I'm pretty sure he was raised Jewish. I think he still may be, but certainly doesn't show it on The Daily Show.

In my personal opinion, humor-wise, I prefer The Daily Show to the Colbert Report anyway. The Colbert Report is too dry for me because, to get the jokes, you basically need to think the exact opposite of everything Colbert says, as he always acts like a hardcore Christian uber Republican, but clearly supports neither.