Not true at all, at least if Caesar is your comparison. We have Caesar's books (Gallic War and Civil War, as well as some others that may or may not have been written by a contemporary, such as Spanish War and African War), his letters to his contemporaries, the forum that he created, and coins minted with his ugly mug fine features. With regards to this example, I've more often seen the phrase that "we have more evidence for Jesus than Alexander the Great" - which is slightly more true, in that we don't actually have any contemporary writings of/by Alexander. We just have cities literally everywhere with his name plastered all over them, posthumous art, inscriptions, coins with HIS face all over them, not to mention the whole history of the Successor States. With Jesus, we've also got things that amount to plenty with regards to historiography. We have recent testimonies by close contemporaries who all report similar events (Gospels), we have writings by Romans/Greeks who comment on this new cult with scarcely concealed (if at all) scorn. One of my favourite passages on this is in Lucian's Death of Peregrinus (Which I'm quoting because not enough people read the wonder that is Lucian), written around a century after the death of Christ (translation not my own, but it's aight):

It was now that he came across the priests and scribes of the Christians, in Palestine, and picked up their queer creed. I can tell you, he pretty soon convinced them of his superiority; prophet, elder, ruler of the Synagogue -he was everything at once; expounded their books, commented on them, wrote books himself. They took him for a God, accepted his laws, and declared him their president. The Christians, you know, worship a man to this day, -the distinguished personage who introduced their novel rites, and was crucified on that account. Well, the end of it was that Proteus was arrested and thrown into prison.

This was the very thing to lend an air to his favourite arts of clap-trap and wonder-working; he was now a made man. The Christians took it all very seriously: he was no sooner in prison, than they began trying every means to get him out again, -but without success. Everything else that could be done for him they most devoutly did. They thought of nothing else. Orphans and ancient widows might be seen hanging about the prison from break of day. Their officials bribed the gaolers to let them sleep inside with him. Elegant dinners were conveyed in; their sacred writings were read; and our old friend Peregrine (as he was still called in those days) became for them "the modern Socrates."

In some of the Asiatic cities, too, the Christian communities put themselves to the expense of sending deputations, with offers of sympathy, assistance, and legal advice. The activity of these people, in dealing with any matter that affects their community, is something extraordinary; they spare no trouble, no expense. Peregrine, all this time, was making quite an income on the strength of his bondage; money came pouring in. You see, these misguided creatures start with the general conviction that they are immortal for all time, which explains the contempt of death and voluntary self-devotion which are so common among them; and then it was impressed on them by their original lawgiver that they are all brothers, from the moment that they are converted, and deny the gods of Greece, and worship the crucified sage, and live after his laws. All this they take quite on trust, with the result that they despise all worldly goods alike, regarding them merely as common property. Now an adroit, unscrupulous fellow, who has seen the world, has only to get among these simple souls, and his fortune is pretty soon made; he plays with them.

All of this essentially matches up with what we already know of the Christians from other Christian writings. These, coupled with the...yknow...whole Christianity thing, compose a pretty indisputable narrative, especially when talking about a specific construction worker/carpenter in a backwater province of Rome - even more especially because of the sheer lack of actual records that we have (the vast majority of which have been lost to time).

I suppose the whole point of this is to say that it's hard to really say "we have more evidence for X than Y, therefore X is the more compelling!" Evidence just doesn't work like that. Hope that clears things up a bit for you!!

Someone wrote:

Not true at all, at least if Caesar is your comparison. We have >Caesar's books (Gallic War and Civil War, as well as some others that >may or may not have been written by a contemporary, such as >Spanish War and African War

This really tickled me. You see we do have Gallic Wars and Civil War. However, these are copies written near 1000 years after the originals.

Now, based upon how we treat manuscripts of the New Testament we should question their authenticity, accuracy, and authorship. So, based upon that, yes we do have about the same evidence.