That's absolute garbage.

We have ample coinage of Caesar (with his image, etc.), several surviving works authored by Caesar himself, writings about him by his contemporaries / direct witnesses like Sallust and Cicero (and then the biographies from the 2nd century [CE], etc.). From this we can construct a pretty detailed biography of Caesar's life, with many events known, family connections, etc.

We don't really have anything like this for Jesus. We can say very few things for certain about who Jesus was, as a historical figure: he was from Galilee, born sometimes around the shift to the Common Era, and was crucified under Pontius Pilate around the third decade of the 1st century. He was almost certainly lower/middle class, and associated with the movement of John the Baptist in some way. The gist of his message was primarily eschatological and ethical (certainly in a fairly novel way). We have two conflicting, clearly fabricated genealogies of virtually no historical value at all. We derive all of these details mainly from the canonical New Testament gospels, with most authentic extrabiblical sources being of very little value - at most, giving us little details, like that was crucified under Pilate. Almost everything else is too wrapped up in theologized historical fictional narratives to be of much historical value.

But, as /u/talondearg emphasized, this is to be expected when comparing a figure of relative unimportance (during his life) to a figure of such massive influence as Julius Caesar.

Yes and no, the question is more complicated than this.

The yes side of the answer is that there are far more documentary manuscripts of the New Testament, of earlier provenance, than we do concerning Caesar. For example, of Caesar's own writings we have only 10 copies, the earliest of which is from around 900 AD. Of portions, fragments, copies of New Testament documents, in Greek alone there are 5,686 manuscripts, the earliest of which (P52) is dated to the early 2nd century.

So there is a lot more documentary evidence to support the NT documents.

However, there are problems with this straight-forward comparison. Firstly, there is a discrepancy of persons compared. Julius Caesar was, within his lifetime, a prominent figure of importance who left significant historical traces. We don't simply have a handful of texts that describe him as existing, we have both writings by and about him. Meanwhile Jesus, within his lifetime, is a marginal figure of little contemporary significance, who left no self-authored texts.

There is a difference in the kind and amount of historical evidence that you would expect from either figure. Just as, in 100 years, I expect to find more historical data available on Barak Obama than I do about Joe Bloggs from Tennessee.

Secondly, there are other categories of evidence. We have inscriptions, coins, epitaphs, etc., that reference Julius Caesar; there is archaeological evidence that supports his existence. But, in light of the issue I just raised above, it's unsurprising that there should be this kind of evidence for Caesar, and unsurprising that there shouldn't be this kind of evidence for Jesus. It would be incredibly problematic if inscriptions about Jesus from the 1st century turned up, let alone coins!

The value of the comparison is that it does really make it difficult to say that the NT documents are late forgeries; the sheer quantity and coherence of NT manuscripts make this incredibly unlikely, especially once we compare to other documents from Antiquity (for example, 643 for the Iliad, down to 8 for Herodotus, and a mere 2 for Lucretius).