Citation please.
It'll be a variation of this
https://www.thegospelcoalition.org/article/sources-for-caesar-and-jesus-compared/To which this is a good reply
"This is occasionally claimed by Christians apologists, but the answer is: absolutely not.
Caesar was, as you imply, widely famous as a general and politician, and also belonged to a highly literate social class, very much unlike Jesus. There are several surviving works written by people who personally knew Caesar, during or shortly after his lifetime: Caesar's own books obviously; the letters and speeches of Cicero, who met the man regularly and was his political opponent; the Conspiracy of Catiline by Sallust, who was a partisan of and officer under him; and the author who completed Caesar's Gallic War and wrote about his other campaigns (likely his officer Hirtius). For Jesus, essentially the evidence is the letters of Paul, who did not know him before the crucifixion and wrote 20 years later; as well as the Gospels, which modern scholarship has found were written at least 40 years later, and not by anyone who knew Jesus either (most later sources about Jesus are based on the Gospels or Christian legends).
What is more, we are aware of multiple lost works by contemporary authors discussing Caesar, who are cited in Suetonius' and Plutarch's biographies of him. And there are also of course mentions of him by later authors too (I made a list of sources mentioning Caesar's campaigns that I can post if you are interested). In addition, we have a type of evidence that is completely absent with Jesus: contemporary coins and inscriptions. There were coins made depicting Julius Caesar in his lifetime, displaying both his facial features and his various titles (consul, pontifex maximus, dictator, parens patriae &c): some examples here. As for inscriptions, there are several made in his lifetime by cities honouring him or quoting one of his decrees. Some Greek examples include (helpfully online on Attalus!): SIG 760, the Ephesians honouring him; SIG 759, the Athenians doing the same, SIG 763, a Cyzicene eunuch-priest praying for his partner who was serving under Caesar in Africa, and SEG 39.1290, the Sardians recording a decree by Caesar concerning their temple.
This is of course about what we can expect when comparing the historical evidence for a major world leader, and a local preacher in a distant province.
One claim Christians sometimes make is that we have more manuscript evidence for Jesus than other figures of Antiquity. This is indeed true: there are many more copies of biblical texts than "pagan" ones, because every book-collection in the Christian world would have included Bibles. For more on that, see this thread by me and u/qed1. And manuscript reliability says little about historical reliability: we have far more copies of Virgil Maro's Aeneid than the histories of Tacitus, but of course that does not make Aeneas more historical than say, Tiberius Caesar.
In truth, there is enough evidence to conclude that both Jesus and Caesar were historical people. But the vastly more material we have for Caesar makes the details of his life much more certain than Jesus'."
And, of course, as has been covered many times the study of history is methodologically naturalistic, and the 'miracle' claims have no means of being evaluated.