Heat tolerance is an important trait for deciding on which genetic resource to use on farms in tropical regions. Three genetic groups of lambs were evaluated by physical and physiological parameters related to adaptation and multivariate analyses used to test if these traits were efficient in separating the genetic groups and which traits were more important in this separation. Crossbred lambs were more similar to each other than to Santa Inês, in general; but individually there was an overlap between Ile de France and Santa Inês lambs. Size traits had higher canonical correlation with physiological variables, while rectal temperature, heart rate, and hemoglobin were more highly correlated with physical traits. Error rates using only physiological traits were high, suggesting that these are inefficient in separating groups of lambs for heat tolerance, while separation with physical traits was more efficient.