Species is a biological classification which is considered as a primary unit in taxonomy. Species are unique characteristic of one organism to another. For example, an African elephant and Asian elephant are two most familiar species of elephant. Both may be both elephants but their genetic components are different making them have different characteristic with each other.
Now, looking at your question, species really do share common characteristics. One of the main reasons is that because they share a common ancestor. That ancestor belongs to a group of a particular species.
For a vivid description, let us call the ancestor species as SA. Groups of SA might have been separated, the first group was directed to the upper lands where the temperature is below zero during winter and the other group stays on the low lands. In order to survive, the SA in the upper lands develops a mechanism enabling them to survive the extreme coldness, let's say they become furrier and their skin get thicker. Over time, these groups or populations may become different (genetically different in some extent) that they no longer can breed. In this case, two separate species are formed. They may be belonging now to different species; you can still spot some similarities in their characteristics.