So a Jew walks into a bar. Just kidding, it was an oven
I'm not sure your statement is funny, or a joke. It feels a bit offensive to me and you should not joke about it.
It's comedy, you dummy. They've done more stuff than just that one. If a person did this to any other race in the world they'd be arrested on the spot.
You shouldn't make fun of the holocaust because it reflects a time in the world where millions of Jews died for no apparent reason except for their beliefs. It's quite insensitive and would really hurt a lot of people when they think of the history Jews had to endure.