Julius Caesar draws comparison to Shakespeare's other tragedies. It is most obviously connected to Shakespeare's other Roman plays, including Antony and Cleopatra. With regards to the non-Roman tragedies, Julius Caesar can be perhaps be most closely compared to Macbeth, which also deals with a middle-aged protagonist in a position of martial and political dealership contending with the consequences of assassinating a head of state.
The source material for Julius Caesar is Plutarch's Lives of the Noble Greeks and Romans.