Sheep and goats are usually put together in the same place when whe talk about dictionaries. Here you may see an example: (Diccionario temático de Agricultura y Ciencias Afines, Mª Jesús Gozalo et al). By the way, Mª Jesús, many thanks for putting me on this road to English for Agriculture. 
However, these animals are quite different in terms of production, behaviour, etc. In this video, you may watch a great professional from the Massachusetts Audubon Society's Drumlin Farm explaining the main differences between sheep and goats.
https://www.youtube.com/watch?v=s4S2YIkNHqE
Did you know a sheep tail is always down? Goats can carry them down or up.
Take it easy,
Alonso
