Goat and sheep lineages diverged approximately five to eight million years ago[1]. For reference, human and gorilla lines diverged roughly six to eight million years ago[2].
Also, different breeds of dogs are considered the same species (and likewise with cats).
Also, different breeds of dogs are considered the same species (and likewise with cats).
[1] http://hal.archives-ouvertes.fr/docs/00/89/44/91/PDF/hal-008...
[2] http://en.wikipedia.org/wiki/Human_evolutionary_genetics#Div...