What do the words furtive and ferret have in common?

They come from the same root – the Latin word fūr (thief).

Furtive comes from the French furtif (stealthy), from the Latin fūrtīvus (stolen), from fūrtum (theft), from fūr (thief) [source].

Ferret (Mustela putorius furo) comes from the Middle English furet / ferret (ferret), from the Anglo-Norman firet / furet (ferret), a diminutive of the Old French fuiron (weasel, ferret), from the Late Latin furo (cat; robber), a diminutive of the Latin fūr (thief) [source].

Alternatively ferret comes from the Latin furittus (little thief) [source].

The Latin name of the ferret, mustela putorius furo, means something like “stinking robber weasel” [source].

Fūr comes from the Proto-Italic *fōr (thief), from the Proto-Indo-European *bʰṓr (thief), from *bʰer- (to carry) [source], which also the root of words for child in Germanic languages, such as bairn in Scots, barn in Danish, Faroese, Icelandic, Norwegian and Swedish, and barn/bern in West Frisian [source].